Model Monitoring Analyst

3 weeks ago


Sydney, Australia Bluefin Resources Full time

Leverage your technical skills to asses risk data and model performance
- Join a leading bank with excellent career advancement opportunities
- An exciting opportunity for anyone in credit risk looking to get model exposure

Due to growth, this leading bank are looking to recruit a Senior Analyst who will take responsibility for the independent assessment of risk data & model performance. Working in conjunction with the model development team, you will take accountability for the development of a model governance framework for the bank's portfolio of credit risk models.

Key accountabilities would include;
- Management of a suite of models including scorecards, probability of default, loss given default & exposure at default (PD, LGD & EAD)
- Drive & document regular model monitoring reviews across all credit risk models
- Ensure risk data meets compliance requirements and is being used effectively in model development
- Build a robust data quality control process to enable model development
- Engage with key stakeholders in the business on model performance
- Present monitoring results through visualisation

To be considered, you will need;
- Ideally 2+ years commercial analytics experience, ideally from a credit risk background
- Tertiary qualifications in a quantitative discipline; Mathematics, Statistics, Actuarial etc.
- Strong appreciation of statistical modelling & model monitoring requirements
- Programming skills in SAS, SQL
- Experience with Tableau or any visualisation tool
- Strong communication skills

This is an exciting opportunity for anyone in credit risk looking to get a little more modelling exposure. For more information, please contact Awais on 0421 901 366.

BBBH52112_167028907439208



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