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Senior modeller - credit risk (sydney)

Sydney
Randstad
Model Maker
Posted: 1 October
Offer description

Senior Modeller â Credit Risk (6-12 Month Contract)

The Opportunity

Join a Leading Banking Client in Sydney as a Senior Modeller for a high-impact 6â12 month contract. This critical role manages the full lifecycle of credit capital models that underpin strategic risk management and regulatory compliance. Excellent Daily Rate offered.

Contract Details

- Duration: 6â12 Months

- Hybrid Work arrangement - 2 - 3 days in office

Key Accountabilities

You will be responsible for:

- End-to-End Modelling: Develop, refine, and document statistical models for credit decisioning, specifically PD, LGD, and EAD.

- Maintenance & Analysis: Perform continuous model maintenance, rigorous performance monitoring, and detailed analysis to ensure accuracy and stability.

- Data Quality: Lead the sourcing and rigorous data quality checks essential for robust modelling.

- Compliance & Insight: Ensure adherence to regulatory standards and provide actionable portfolio optimisation recommendations.

What You'll Bring

- Strong quantitative, actuarial, or statistics background
- Proven experience in credit risk modelling within a financial services environment.

- Expert knowledge of statistical modelling for PD, LGD, and EAD.

- Proficiency in SAS and R/ Python and a robust understanding of regulatory requirements.

Apply Now

If you are a driven modeller looking for a high-impact contract role in Sydney, apply today. You can share your resume to riddhi.moitra@randstaddigital.com.au as well.

At Randstad, we are passionate about providing equal employment opportunities and embracing diversity to the benefit of all. We actively encourage applications from any background.

experience

5 years

skills

Quantitative Analyst, Actuarial Analyst, Credit Risk, Modeller, Modeler, Senior Analyst, Risk Analyst, Model developer,

qualifications

- 3-5 years of experience with Credit risk modelling.
- Experience with SAS and R/ python

education

Bachelor Degree

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