Senior Credit Risk Modeller Job Opportunity
This role presents a challenging and rewarding experience in the Risk Analytics Business Unit, focusing on credit risk modelling for consumer banking.
* Work with a team to assess, develop, and recalibrate IRB credit risk models (PD, LGD, EAD) across a group of affiliated brands.
* Develop predictive models within the Basel III framework, leveraging data manipulation and analysis skills.
* Source and extract data from various platforms, ensuring data robustness for modelling purposes.
* Document all modelling processes, decisions, and outcomes effectively.
* Collaborate with stakeholders to communicate modelling results and support business deliverables.
Requirements:
* A minimum of 3 years of experience in credit risk modelling is required.
* Proficiency in SAS programming; experience in R and Python is also considered.
* Tertiary qualifications in a quantitative discipline such as Mathematics, Statistics, Actuarial Science, or Information Sciences are essential.
* Experience handling large datasets, data manipulation, and analysis is crucial.
* A proactive approach with high achievement and initiative is necessary to deliver quality outcomes in a dynamic environment.
* Effective communication and stakeholder management skills are vital.
* Familiarity with relevant APRA standards (e.g., APS 113, 220, 112) is advantageous.
Located in Sydney, this opportunity offers a unique chance to work in a dynamic environment and contribute to business success.