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- Location
- Sydney
- Salary
- Competitive
- Job Type
- Permanent
- Ref
- BH-159503
- Contact
- Valerie Lai
- Contact email
- Email Valerie
- Contact phone
- +61 8227 9200
- Posted
- 8 months ago
- 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
- 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
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