The Role:
My client, a Tier-1 Australian Bank is looking for a Credit Risk Modeller to build and enhance existing capabilities through research into new methodologies. With your eye for detail and proven design skills, you'll provide detailed analysis, designing and data modelling within their development test and production environments.
Your Duties:
Develop credit risk models (PD, LGD, EAD) for both the Retail and Corporate portfolios
Retrieve and manage large data sets obtained from various systems / sources, perform detailed analysis of sensitive data
Provide recommendations to internal customers to assist them in achieving portfolio optimisation setting and credit risk management objectives
Ensure that all modelling processes, decisions and outcomes are appropriately documented
Identify new opportunities to enhance existing credit decisioning and risk management processes
Provide support to the Project team on the recalibration of IRB credit risk models for Basel III requirements
Any other Benefits?
Join a vibrant a resourceful team that encourages new perspectives and collaboration
Continuous recognition to award performance excellence
Backed by top class training supports towards industry-recognised qualifications
Work flexibility
The Requirements:
At least 2 years of experience performing a similar role with exposure to SAS, Python, SQL, Java, R, Matlab systems
Strong analytical skills and attention to detail
Clear communication skills
Tertiary qualifications in quantitative discipline such as Mathematics, Statistics, Actuarial / Information Sciences or equivalent employment background
A genuine driver and high achiever, with the initiativeto outperform and deliver quality outcomes in a fluid environment
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