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Analyst & Senior Quantitative Analyst, Credit Risk

Bluefin Resources Pty Limited

Job Description

Responsibilities:

  • Build/ development of Credit Risk application and behavioural scorecards as well as PD, LGD & EAD models
  • Validation of all scorecards and PD, LGD & EAD models in line with internal policy
  • Ongoing development/ monitoring of collective provision and regulatory reserve models
  • Delivery of required stress testing frameworks and methodologies for the Credit Risk portfolio

Requirements:

  • Excellent tertiary qualifications in an Applied Mathematical discipline i.e. Engineering, Physics, Econometrics, Statistics or equivalent
  • At least 2 years' experience in a quantitative role within the Credit Risk class
  • Technical proficiencies in R, SAS, Python or equivalent

For further information about this position please contact Olivia on 0409 356 856 or simply click apply.

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