Senior Credit Risk Modeller

2 days ago


Sydney, New South Wales, Australia beBeeCreditRisk Full time $120,000 - $180,000
Job Opportunity

We are looking for a seasoned professional to join our team as a Credit Risk Model Developer. This role will be part of our Centralised Risk Analytics Business Unit.

Key Responsibilities
  • Develop and maintain credit risk models (PD, LGD, EAD) for the Group.
  • Create predictive models within the Basel III framework.
  • Analyse and process large datasets for quality checks and data robustness.
  • Document all modelling processes and outcomes appropriately.
  • Communicate effectively with stakeholders.
Requirements
  • Minimum 3 years of experience in credit risk modelling.
  • Proficiency in SAS programming; R and Python skills also considered.
  • Tertiary qualifications in a quantitative discipline such as Mathematics, Statistics, Actuarial Science or Information Sciences.
  • Proven ability to handle complex data, perform data manipulation and analysis.
  • High achiever with initiative to deliver quality outcomes.
  • Effective communication and stakeholder management skills.


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