Role & Responsibilities:Model Development & AnalysisBuild and enhance predictive credit risk models, including Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD).Leverage statistical techniques and machine learning to analyse historical data and macroeconomic trends for model refinement.Data Processing & ExplorationPerform data preparation, transformation, and aggregation using tools like Databricks, SQL, Python, or R.Source, clean, and analyse datasets (e.g., credit bureau data, financial statements) to extract actionable insights.Validation & ReportingValidate models through back-testing and stress testing to ensure accuracy and reliability.Create comprehensive reports on credit risk metrics and present findings to stakeholders, senior management, and regulators.Credit Risk ApplicationGenerate risk ratings and provide recommendations for credit origination and limit adjustments using risk models.Collaboration & MonitoringWork closely with cross-functional teams (credit risk, finance, portfolio management) to align models with business objectives.Monitor market trends to identify emerging risks and proactively inform management.What You'll Bring:Demonstrated expertise in credit risk model development and management (PD, LGD, EAD).Proficiency in data analysis tools such as Databricks, SQL, Python, or R.Strong statistical and machine learning knowledge applied in credit risk contexts.Exceptional ability to clean and interpret large datasets, ensuring accuracy and integrity.Proven experience in delivering actionable insights and clear communication to both technical and non-technical audiences.Comprehensive understanding of model validation, stress testing, and credit risk frameworks.Paxus values diversity and welcomes applications from Indigenous Australians, people from diverse cultural and linguistic backgrounds and people living with a disability. If you require an adjustment to the recruitment process, including the application form in an alternate format, please contact me on the above contact details.
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