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Location
Salary
Competitive
Job Type
Permanent
Ref
BH-159503
Contact
Valerie Lai
Posted
over 4 years ago
Scope of Role:
  • Sit within a Risk Analytics team in building and modelling the credit risk models - PD, LGD and EAD models within the Basel III framework
  • Develop, manage and execute the IRB models and work closely with the portfolios to deliver robust predictive models
  • Strong understanding of APRA standards (APS112, 113 and 220) is preferable to deliver on the models
Ideal Candidate:
  • 3 + years of exposure in the credit risk modelling space within a financial services industry
  • Proficiency in programming languages - ex: SAS, R, Python
  • Critical thinker with the ability to adapt and learn
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.