Urgent Search: Senior Credit Risk Modeller

2 weeks ago

Sydney, Australia BeathChapman Pte Ltd Full time

Role Purpose

A new team is being created in the centralised Risk Analytics Business Unit to support Credit Risk Modelling for a Tier-1 Consumer Bank and its affiliated brands.

Major Accountabilities / Responsibilities

1. Working as a team, responsible for the assessment, development, and recalibration of IRB credit risk models (PD, LGD, EAD) across the Group.

2. Develop predictive models within the Basel III framework.

3. Navigate various platforms, source, and extract data for analysis and quality checks to ensure data robustness for modelling.

4. Document all modelling processes, decisions, and outcomes appropriately.

5. Communicate and collaborate effectively with the broader Basel III project and business stakeholders.

6. Support the BAU team in their deliverables.

Knowledge and Experience

1. Minimum 3 years of experience in credit risk modelling.

2. Proficiency in SAS programming; experience in R and Python is also considered.

3. Tertiary qualifications in a quantitative discipline such as Mathematics, Statistics, Actuarial Science, or Information Sciences, or equivalent experience.

4. Experience handling large, complex datasets, data manipulation, and analysis.

5. Proactive, high achiever with initiative to outperform and deliver quality outcomes in a dynamic environment.

6. Effective communication and stakeholder management skills.

7. Knowledge of relevant APRA standards (e.g., APS 113, 220, 112) is advantageous.

For further information or to apply confidentially, contact Eugena Gong at 02 8227 9200 or apply via the 'Apply for this job' button. Only WORD format resumes will be accepted.

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