Leading Australian Bank Long-term Contract Positions Market Leading Daily Rate This leading Australian bank is recruiting multiple long-term contract positions to back-fill BAU and support on an institution wide, multi-year project focused on technological integration across the bank.
These positions are open to candidates based in Sydney, Melbourne or Brisbane and offer a hybrid working environment.
In these roles, you will join the banks' Credit Risk Modelling team to support the development of statistical (PD, LGD & EAD) models utilised to establish and maintain 'best practice' risk management and automated credit decisioning processes.
Due to the nature of the projects these positions will have particular focus on IRB Capital Modelling, Impact Analysis and Model Calibration.
There are multiple Senior Modeller and Manager positions available.
The Manager positions are Technical Manager roles and are seeking candidates with strong technical competencies that can provide mentorship to the team, preferably with previous project experience.
Responsibilities: Support in the development of statistical (PD, LGD, EAD) models Source data, performing quality checks to ensure it is appropriate for modelling purposes, and collaborate with data teams to ensure an efficient transition from warehouse to the modelling environment Ensure compliance of core credit models with legislation, regulatory requirements, governance frameworks and policies Improve current modelling procedures through challenging existing processes and methodology Conduct impact analysis on Credit Risk models through evaluating the potential effects of various factors or changes on the performance, accuracy, and reliability of a Credit Risk Model Requirements: Excellent tertiary qualifications discipline e.g.
Physics, Statistics, Mathematics, Engineering etc.
At least 3 years' experience in a Quantitative position within the Credit Risk domain Programming capabilities in R, SAS or Python Consultant ****** Reference number: BH-59023 Profession:Risk & ComplianceOther Company: Bluefin Resources Date posted: 9th Jan, 2025