Circa $90,000 - $130,000 (neg)
Job Type
Jerin Chowdhury
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Our client is a well-reputed Financial Institution, looking to expand their Credit Risk Modelling team. They are recruiting in various levels – Quantitative Analysts and Senior Quantitative Analysts to join their established team.
Key responsibilities include:
  • Building and implementing credit risk models – PD, LGD and EAD models
  • Developing, executing, and monitoring IRB and provision models
  • Ensuring models meet regulatory and internal standards
  • Assisting in capital and/or credit projects
  • Managing relationship with key stakeholders
The ideal candidate will have:
  • 2-5+ years credit risk modelling exposure within financial services
  • Experience in credit risk modelling, validation, scorecard development, model risk is ideal
  • Proficiency in programming languages – R, SAS, Python
  • Critical thinker with the ability to adapt and learn
This is a great opportunity to join a high calibre organisation in a growing team. You will be working with an experienced manager and broaden your skills.

If you would like to learn more, please contact Jerin Chowdhury of Ethos BeathChapman on 0435 903 532 or apply directly via the APPLY button.