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Quantitative Analyst - Non-Retail Credit Risk Models

Bluefin Resources

Job Description

Responsibilities:

  • 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

Requirements:

  • 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.

Reference Number: BBBH45768_163417157293624

Reference Numbe:

Contact Details: Olivia Newham