Connecting...

Location
Sydney
Salary
Competitive
Job Type
Contract
Ref
BH-180589
Contact
Valerie Lai
Posted
over 1 year ago
Join a Tier 1 Institution as the business grows their Credit Risk Modelling - Basel III team overseeing a wide range of models including PD, LGD, and EAD models.
  • Day Rate Contract Opportunity
  • Location: Sydney / Melbourne / Brisbane
  • Contract End: Sept-2024
  • Drive real change in this fast-paced role in this high performing team.
Role & Responsibility:
  • Assess, develop and re-calibrate IRB credit risk models (PD, LGD and EAD) in the context of Basel III
  • Perform data sourcing, analysis and quality checks to ensure data is suitable and robust for modelling purposes.
  • Ensure that all modelling processes, decisions and outcomes are appropriately documented.
  • Effectively communicate and collaborate with the broader Basel III project and business stakeholders.
Requirements:
  • Tertiary education in Economics, Statistics, Mathematics, Actuarial or Engineering
  • 2+ years of experience within credit risk modelling (ex: IRB, IFRS9 and Stress Testing)
  • Experience and knowledge of relevant APRA standards (in particular APS 113, 220 and 112) would be advantageous.
  • 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.