$130000 - $160000 per annum
Job Type
Valerie Lai
Contact email
Email Valerie
Contact phone
+61 8227 9200
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Join a Tier 1 Institution as the business grows their Credit Risk Modelling team overseeing a wide range of models including PD, LGD, and EAD models.
  • Permanent Opportunity
  • Location: Sydney
  • Drive real change in this fast-paced role in this high performing team.
Role & Responsibility:
  • Build, validate, implement and re-build credit risk models (IFRS9 wholesale models)
  • Translate complex technical concepts to commercial insights and valuable business outcomes
  • Understand IRB and IFRS9 standards and show strong technical proficiency in R and SQL
  • Guide and lead a team of Senior Analysts and Analysts
  • Tertiary education in Economics, Statistics, Mathematics, Actuarial or Engineering
  • 5+ years of experience within credit risk modelling / quantitative risk function
  • Excellent technical skills in SAS, R, Python or similar
  • Strong problem solving skills
  • Excellent communication and presentation skills
  • Ability to convey complex information to non-technical stakeholders
  • Some experience guiding and mentoring junior team members
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.