Develop Credit models to calculate Credit Risk ratings, loss estimates, risk weighted assets, stress testing, provision models (IFRS9) and regulatory capital requirements across retail and SME wholesale products
Deliver accurate model documentation to satisfy internal and external stakeholders
Assist with project related work specific to capital and/or Credit
Excellent tertiary qualifications in an Applied Mathematical discipline i.e. Actuarial, Engineering, Physics, Statistics etc.
At least 1 year' experience in a Quantitative role
Some knowledge of or exposure to Credit Risk Analytics
For further information about this position please call Olivia on 0409 356 856 or simply click APPLY.