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Location
Sydney
Salary
$900 - $1000 per annum
Job Type
Contract
Ref
BH-180560
Contact
Valerie Lai
Posted
over 1 year ago
Join a growing non-bank lender as the business grows their Credit Risk Modelling team overseeing a wide range of models including PD, LGD, and EAD models.
  • Day Rate Contract Opportunity
  • Location: Sydney / Melbourne / Brisbane
  • Portfolio: Retail Credit Risk (retail
  • Drive real change in this fast-paced role in this high performing team.
Role & Responsibilities:
  • * Develop, monitor, validate and review credit risk models (PD, LGD, EAD)
  • * Translate complex technical concepts to commercial insights and valuable business outcomes
  • *  Stress testing of credit portfolio for scenarios and sensitivity
  • * Review and remediate stress testing models
Requirements:
  • Tertiary education in Economics, Statistics, Mathematics, Actuarial or Engineering
  • 7+ years of experience within credit risk modelling (ex: IRB, IFRS9 and Stress Testing)
  • Excellent technical skills in SQL, R, Python or similar
  • Strong problem solving skills
  • Excellent communication and presentation skills
For further information on this role or to confidentially apply, please contact Valerie Lai on 02 8227 9200 or apply directly via the Apply for this job button. Only WORD FORMAT resumes will be accepted.