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Location
Sydney
Salary
Tier 1 Bank - multiple roles
Job Type
Contract
Ref
BH-180470
Contact
Valerie Lai
Contact email
Email Valerie
Contact phone
+61 8227 9200
Posted
about 1 month ago
Join a Tier 1 Institution 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
  • Drive real change in this fast-paced role in this high performing team.
Role & Responsibility:
  • Build, validate, implement and re-build credit risk models (IFRS9)
  • Translate complex technical concepts to commercial insights and valuable business outcomes
  • Understand IRB and IFRS9 standards and show strong technical proficiency in R and SQL
  • Review and mediate stress testing models
Requirements:
  • Tertiary education in Economics, Statistics, Mathematics, Actuarial or Engineering
  • 2+ years of experience within credit risk modelling (ex: IRB, IFRS9 and Stress Testing)
  • Excellent technical skills in SAS, 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.