New South Wales
$110000 - $130000 per annum, Benefits: Competitive Salary l Technical & Innovative Team l Growth Progression
Job Type
Valerie Lai
Contact email
Email Valerie
Contact phone
+61 8227 9200
3 months ago

Take your career to the next level! Build on your existing credit risk modelling experience and gain exposure across all retail product lines. This tier one financial isntitution is embedding a superior credit risk reporting and analytics framework overseeing IFRS9 reporting in line with local and global regulators. Open to candidates living in Sydney, Melbourne, Brisbane and Canberra.

The Role:

  • Delivery of core predictive analysis, modelling and model perfomrance across the credit capital, provisions (IFRS9)
  • Develop, establish and maintain credit risk models. Maintain best practices for automated credit decisioning processes including credit scoring models, Probability of Default (PD), Loss Given Default (LGD) and Exposure at Default (EAD).
  • Ensure the scope of independent assessment appropriately challenges a model's scope of application, methodology, implementation, data used and it's documentation
  • Present outcomes to internal/ external stakeholders & regulators
  • Work with the data governance team to ensure data anitiatives are aligned to the business

Skill Requirements:
  • Tertiary qualifications in Maths/ Statistics / Quantitative Disciplines
  • 2+ years of exposure to credit risk modelling exposure 
  • Programming skills in SAS, R, Python skills
  • Excellent communication skills (written and verbal) with the ability to explain complicated information to non-technical stakeholders

To be considered as a Senior Modeller you must have at least 1 year of work experience within a credit risk modelling team or equivelent. Analytically skilful applicants without credit risk experience may be considered for a Modeller position. 

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.