Senior Credit Risk Modeller with BH-157861 | Ethos BC
Location : Sydney
Salary : $120000 - $150000 per annum
Job Type : Permanent
Ref : BH-157861
Posted : almost 4 years ago
Role Purpose
A new team is being created in the centralised Risk Analytics Business Unit, to support the Credit Risk Modelling for a Tier-1 Consumer Bank and all its affiliated brands.
Major Accountabilities / Responsibilities
* Working as a team, responsible for the assessment, development and / or recalibration of IRB credit risk models (PD, LGD, EAD) across the Group.
* Develop the predictive models in the context of Basel III.
* Navigate through various platforms, source and extract data for analysis and quality checks, to ensure data is suitable and robust for modelling purposes.
* Ensure that all modelling processes, decisions and outcomes are appropriately documented.
* Effectively communicate and collaborate with the broader Basel III project and business stakeholders.
* Back up the BAU team for their deliverables.
Knowledge and Experience
* Minimum 3 years’ experience in credit risk modelling.
* SAS programming skills (experience in other statistical programming languages such as R & Python are also considered).
* Tertiary qualifications in quantitative discipline such as Mathematics, Statistics, Actuarial / Information Sciences or equivalent employment background.
* Experience in handling large complex datasets, data manipulation and analysis.
* A genuine driver and high achiever, with the initiative to outperform and deliver quality outcomes in a fluid environment.
* Effective communicative and stakeholder management skills.
* Experience and knowledge of relevant APRA standards (in particular APS 113, 220 and 112) would be advantageous.
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