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Senior Analyst / Manager / Senior Manager - Credit Risk Modelling

Job Description

Multiple roles available for - Senior Analyst/ Manager / Senior Manager to work with a Tier 1 Institution with a high performing credit risk modelling team.
Multiple credit risk roles ranging from the the modelling, stress testing and validations team.

The role: 
*  Drive the development, management and execution of IFRS9 provisioning and IRB capital models
* Responsible for all of the IRB credit risk models (PD, LGD, EAD) in the context of Basel III
* Design, build and implement the IFRS9 Wholesale model suite for these portfolios – with other predictive modelling projects to follow.
* Ensure that all modeling processes, decisions are appropriately documented

Skills & Experience

* Tertiary qualifications: Quantitative discipline such as mathematics, statistics, actuarial sciences or equivalent employment background
* 2+ years’ experience in credit risk modelling
* Tools: SAS programming skills. Preferable if you had exposure to R and Python
* Experience in handling large complex data sets, data manipulation and analysis
* Effective communicative and stakeholder management skills
* Experience and knowledge of relevant APRA standards (in particular APS 113, 220 and 112) would be advantageous.

Please click "APPLY" to submit a Word version of your CV. If you want to have a confidential discussion, please contact Valerie Lai on 0435 066 *** or email ********