Credit Risk Modeller with BH-158079 | Ethos BCLocation : SydneySalary : $100000 - $150000 per annumJob Type : PermanentRef : BH-158079Posted : almost 4 years agoThe Role :My client, a Tier-1 Australian Bank is looking for a Credit Risk Modeller to build and enhance existing capabilities through research into new methodologies. With your eye for detail and proven design skills, you’ll provide detailed analysis, designing and data modelling within their development test and production environments.Your Duties :Develop credit risk models (PD, LGD, EAD) for both the Retail and Corporate portfoliosRetrieve and manage large data sets obtained from various systems / sources, perform detailed analysis of sensitive dataProvide recommendations to internal customers to assist them in achieving portfolio optimisation setting and credit risk management objectivesEnsure that all modelling processes, decisions and outcomes are appropriately documentedIdentify new opportunities to enhance existing credit decisioning and risk management processesProvide support to the Project team on the recalibration of IRB credit risk models for Basel III requirementsThe Requirements :At least 2 years of experience performing a similar role with exposure to SAS, Python, SQL, Java, R, Matlab systemsStrong analytical skills and attention to detailTertiary qualifications in quantitative discipline such as Mathematics, Statistics, Actuarial / Information Sciences or equivalent employment backgroundA genuine driver and high achiever, with the initiative to outperform and deliver quality outcomes in a fluid environment
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