![Ethos BeathChapman](https://media.trabajo.org/img/noimg.jpg)
Credit Risk Modelling Manager
2 weeks ago
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
-
WORD FORMAT resumes will be accepted.
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