Credit Risk Modelling Manager

2 weeks ago


Sydney, New South Wales, Australia Ethos BeathChapman Full time

Job Details:

Location
Sydney

Salary
$ $160000 per annum

Job Type
Permanent

Ref

BH

Contact
Valerie Lai-
Contact phone
-
Posted
about 4 hours ago

  • Join a Tier 1 Institution as the business grows their Credit Risk Modelling team overseeing a wide range of models including PD, LGD, and EAD models.
  • Permanent Opportunity
  • Location: Sydney
  • Drive real change in this fastpaced role in this high performing team.

Role & Responsibility:

  • Build, validate, implement and rebuild credit risk models (IFRS9 wholesale models)
  • Translate complex technical concepts to commercial insights and valuable business outcomes
  • Understand IRB and IFRS9 standards and show strong technical proficiency in R and SQL
  • Guide and lead a team of Senior Analysts and Analysts

Requirements:

  • Tertiary education in Economics, Statistics, Mathematics, Actuarial or Engineering
  • 5+ years of experience within credit risk modelling / quantitative risk function
  • Excellent technical skills in SAS, R, Python or similar
  • Strong problem solving skills
  • Excellent communication and presentation skills
  • Ability to convey complex information to nontechnical stakeholders
  • Some experience guiding and mentoring junior team members
For further information on this role or to confidentially apply, please contact
-
WORD FORMAT resumes will be accepted.
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