Credit Risk Model Auditor

2 days ago

Sydney, New South Wales, Australia beBeeModeling Full time $120,000 - $150,000

Are you a detail-driven professional with strong analytical skills looking to leverage your technical expertise in assessing risk data and model performance?

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We are seeking a skilled Model Monitoring Analyst who will take responsibility for the independent assessment of risk data & model performance. Working closely with our model development team, you will be accountable for the development of a robust model governance framework for our portfolio of credit risk models.

Main responsibilities include:

  • Management of a suite of models including scorecards, probability of default, loss given default & exposure at default (PD, LGD & EAD)
  • Drive and 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
  • Presentation of monitoring results through visualization

To succeed in this role, you will require:

  • A minimum of 2 years' commercial analytics experience, preferably from a credit risk background
  • Tertiary qualifications in a quantitative discipline such as mathematics or statistics
  • A solid understanding of statistical modeling and model monitoring requirements
  • Programming skills in SAS and SQL
  • Experience with Tableau or any other visualization tool
  • Strong communication skills

This is an excellent opportunity for anyone in credit risk looking to advance their career and gain more exposure to modeling.

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