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Location
Sydney
Salary
Up to $145,000 Excluding Super & Bonus
Job Type
Permanent
Ref
BH-181236-1
Contact
Awais Imtiaz
Posted
about 1 year ago
About The Company
You will be joining a well-known bank with great infrastructure, systems and tools who take pride in integrity and collaboration whilst providing excellence.
 
About The Role
As a Senior Quantitative Credit Risk Modeller, you will be responsible for model development in risk management, including credit models (PD and LGD).  You will Ensure high-quality credit risk stress testing models for compliance, collaborate with managers for coordinated project execution and governance, and maintain thorough documentation and control.
 
Responsibilities:
  • Develop statistical models for credit risk management (Probability of Default, Loss Given Default).
  • Identify opportunities to improve stress testing and risk management using statistical models and tools.
  • Ensure compliance with legislation, regulatory requirements, and governance frameworks.
  • Enhance existing capabilities through research and process improvement.
  • Collaborate with stakeholders to meet risk model requirements.
 
Requirements:
  • Minimum of two years of analytical experience.
  • Strong statistical knowledge and expertise in data management.
  • Advanced programming skills in SAS, Python, SQL, R, or similar languages.
  • Tertiary qualifications in Maths, Statistics, Quantitative, or related fields preferred.
  • Excellent analytical, problem-solving, and communication skills.
 
 
For more information please contact Awais on 0421 901 366 or apply online.