Senior Credit Risk Modeller Leading Australian Bank Open to candidates Australia wide Initial 9 month contract About the role: Join this leading Australian Banks Credit Risk Modelling team to assist in the Model Monitoring processes through reviewing, refreshing and enhancing the existing model monitoring suite development for a number of capital, PD, LGD & EAD models.
Furthermore you will generate model monitoring results and insights for existing Credit Risk Models across the group, review model monitoring outcomes and prepare relevant metrics, diagnostics and insights.
Responsibilities: Review, refresh and enhance existing model monitoring processes for a number of capital, PD, LGD & EAD models Generate model monitoring results and insights for Credit Risk Models across the Group Provide maintenance for monitoring results through data visualisations Prepare monitoring metrics, diagnostics and insights for internal stakeholders Requirements; Excellent tertiary qualification in a Finance related or Applied Mathematical discipline e.g.
Statistics, Actuarial, Engineering etc.
Programming capabilities in; R, SAS or Python At least 2 years' experience in a Risk Analytics role within a Financial Services institution For further information about this position please call; Madison - 0431 475 714 or ****** Olivia – 0409 356 856 or ****** Email your CV or simply click APPLY.
Consultant ****** Reference number: BH-58922 Profession:Data & Analytics Financial Risk Management & Quantitative Analytics Company: Bluefin Resources Date posted: 4th Dec, 2024