Risk Analytics Manager

2 weeks ago


Perth, Western Australia Bluefin Resources Full time

The Company


Bluefin has been engaged by a well-known Bank company with an awesome culture, offering flexible working arrangements and a supportive culture.


About the Role


As a Risk Analytics Manager - Predictive Modelling, you will be responsible to oversee the development of credit models that are used for IFRS-9 provisioning and portfolio insights.


Responsibilities

  • Perform analysis, modelling, and model performance activities for credit capital and provisions (IFRS9) portfolios.
  • Develop statistical models for risk management, including Probability of Default, Loss Given Default, and Exposure at Default models.
  • Design, maintain, enhance, methodology documents
  • Collaborate with stakeholders to align methodologies within Risk Analytics.
  • Conduct reviews of Provisioning models and engage with Model Risk for validation.

Desired Experience to succeed in the role

  • Minimum of five years of experience in an analytical role.
  • Strong statistical knowledge and expertise in data management.
  • Proficiency in SAS, Python, SQL, R, Matlab, or similar languages.
  • Tertiary qualifications in Maths, Statistics, Quantitative, Business, or related fields preferred.
  • Strong problemsolving and communication skills.

Why apply

  • Relaxed and supportive environment to work in.
  • Exposure to models Bankwide.
  • Awesome people leader.
  • Ability to make an impact and influence change.
Please note this role can be worked from either Perth, Adelaide or Melbourne,

How do I apply?
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