Advanced Statistical Modeller

2 weeks ago

Sydney, New South Wales, Australia beBeeModelling Full time $150,000 - $200,000

We are seeking a highly skilled IFRS9 Modelling Manager to join our team. This role plays a key part in the delivery of core predictive analysis, modelling and model performance activities for our portfolios.

Key responsibilities include developing statistical models to establish and maintain 'best practice' risk management including Probability of Default, Loss Given Default and Exposure at Default models.

This will involve working with other Senior Managers and Executive Managers within Risk Analytics to drive alignment and convergence of methodologies.

You will be responsible for reviewing Provisioning models and engaging with Model Risk for validation and annual reviews.

In addition, you will work closely with cross-functional teams to evolve and enhance modelling data, tools, governance and controls.

This is an exciting opportunity for you to develop and maintain advanced statistical models to support business decision-making.

Our purpose is to create better futures together. As an employee, you will be backed in the development of your career, internal career prospects, and flexible working arrangements.

We offer competitive remuneration, a great culture, and some of the best banking, wealth and insurance benefits in the market.

We value diversity and flexibility, and champion inclusion. If you are passionate about delivering high performance and working effectively in a team environment, this could be the ideal opportunity for you.

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