- Build statistical models and perform analysis to provide insights into the Group's Credit Portfolios
- Develop and enhance Credit Models to deliver outcomes
- Analyse the business impact of the models incorporating changes to the Expected Loss, Capital & Risk Weighted Assets (RWAs) as a result of improvements/refreshes
- Thoroughly & concisely document modelling results & methodologies
- Engage with Group's data resources to obtain and prepare data as required
- Share results on model development efforts with relevant stakeholders
- Excellent tertiary qualifications in an Applied Mathematical discipline e.g. Statistics, Econometrics, Mathematics, Engineering etc.
- At least 6 month's experience within a Quantitative team (Advantageous)
- Knowledge of or a pertained interest in Credit Risk
- Programming capabilities in; R, SAS, Python or equivalent.
For further information about this position please contact Olivia on 0409 356 *** or simply click APPLY.