- Generate insights for Credit Portfolios through the build of PD, LGD & EAD model using R & Python
- Assess the business impact of the models including changes to the Expected Loss, Capital & Risk Weighted Assets as a result of model development, improvement and/or refreshes
- Thorough documentation of modelling process & results
- Challenge (where necessary) model results and methodology to ensure best-in-practice processes
- Co-ordinate with major stakeholders including Data resources and the Validation team
- Manage and mentor direct reports and other more junior incumbents of the broader team
- Excellent tertiary qualifications in an Applied Mathematical Discipline e.g. Mathematics, Physics, Statistics, Engineering etc.
- At least 7 years' experience within a Credit Risk Quantitative team e.g. Credit Risk Modelling, Validation, Scorecard Development, Model Risk etc.
- Strong programming capabilities in R, SAS, Python or equivalent.
For further information about this position please contact Olivia on 0409 356 856 or simply click APPLY.
http://www.bluefinresources.com.au/privacy-policy [link removed]