Job Details

$130000 - $180000 per annum
Job Type
Valerie Lai
Contact email
Email Valerie
Contact phone
+61 8227 9200
8 months ago
Program of Work:

Newly created role reporting to the GM where you are a bridge between Credit Risk Modeling and Model Governance team. Lead an independent validation team that oversees the credit risk models including SME retail and non-retail IRB risk grading and provisioning models.
The Role:

  • Lead the team responsible for the validation activities associated with non-retail, SME retail & portfolio credit risk models
  • Ensure the scope of independent assessment appropriately challenges a model's scope of application, methodology, implementation, data used and it's documentation
  • Present outcomes to internal/ external stakeholders & regulators
  • Work with the data governance team to ensure data initiatives are aligned to the business
Skill Requirements:
  • 6+ years of exposure to credit risk modelling with proven credit risk modelling or model validation experience
  • Excellent technical SAS, R, Python skills
  • Excellent communication skills (written and verbal) with the ability to explain complicated information to non-technical stakeholders
For further information on this role or to confidentially apply, please contact Valerie Lai on 02 8227 9200 or apply directly via the Apply for this job button. Only WORD FORMAT resumes will be accepted.