Leading Australian Bank Multiple 12 month fixed-term contract opportunities with possibility of extension Market leading remuneration on offer This leading bank is recruiting multiple 12 month fixed-term contract positions with the possibility of extension, to support a project which incorporates transferring all existing models to a new Model Risk framework. This institution offers a hybrid working environment and the positions are open to candidates in Sydney, Melbourne, Brisbane or Adelaide. In these roles, you will join the banks' Model Risk team which assists in providing oversight and control to the banks' A-IRB (PD, LGD & EAD), Scorecards, Provisioning and Stress Testing models across the Retail and Non-Retail Credit Risk portfolios. Responsibilities: Challenge a model's methodology, scope of application, development, monitoring and data through conducting independent validations ensuring adherence to internal and external regulatory requirements. Lead initiatives to ensure continuous improvement of model validation approach and framework. Document validation processes in clear and concise reports detailing the scope and findings of the validation. Requirements: Excellent tertiary qualifications in an Applied Mathematical discipline i.e. Physics, Econometrics, Statistics, Engineering or equivalent. At least 4 years' Quantitative experience within the Credit Risk domain. Technical proficiencies in either R, SAS, or Python. For further information about this position please call Olivia on 0409 356 856, email your CV to OliviaBluefinResources.com.au or simply click APPLY. Consultant All-BluefinAnalyticsNSWbluefinresources.com.au Reference number: BH-58925 Profession:Data & Analytics Financial Risk Management & Quantitative Analytics Company: Bluefin Resources Date posted: 20th Jan, 2025