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Manager, Retail Credit Risk Modelling

Bluefin Resources Pty Limited

Job Description

Manager, Retail Credit Risk Modelling

  • Manager position responsible for Retail Credit Risk Models
  • Market leading remuneration on offer
  • Leading Bank

Responsibilities:

  • Build IRB- PD, LGD & EAD models adhering to local/ global regulations
  • Developments of IFRS 9 models along with decision models (application/ behavioural mods & collection segmentation)
  • Engage with stakeholders on relevant activity such as Quantitative Impact Study
  • Ensure efficient implementation and documentation of models
  • Define critical data elements for Credit Risk ensuring appropriate data quality & monitoring
  • Prepare for regulatory reviews

Requirements:

  • Excellent tertiary qualifications in an applied mathematical discipline i.e. Engineering, Physics, Statistics, Actuarial etc.
  • At least 5 years' experience in a Quantitative team within the Credit Risk class
  • Strong exposure to the development of IRB- PD, LGD & EAD models
  • Programming capabilities in; SAS, R, Python or equivalent

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

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