Senior Credit Risk Modeller

Lakemba, New South Wales, au
Company: Bluefin Resources
Category: Office and Administrative Support Occupations
Published on 2021-07-31 19:16:29

Responsibilities:

  • Responsible for the assessment, development and/or recalibration of IRB credit risk models (PD, LGD, EAD) in the context of Basel III.
  • Perform data sourcing, analysis and quality checks to ensure data is suitable and robust for modelling purposes.
  • Ensure that all modelling processes, decisions and outcomes are appropriately documented.
  • Effectively communicate and collaborate with the broader Basel III project and business stakeholders.
  • Requirements:

  • Excellent tertiary qualifications in an applied mathematical field
  • 3+ years' experience in credit risk modelling
  • Proficiency in a programming language i.e. SAS, R, Python or equivalent
  • Experience and knowledge of relevant APRA standards (in particular APS 113, 220 and 112) would be advantageous.
  • If you would like to learn more about this opportunity please contact Olivia on 0409 356 856 or simply click APPLY.

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    Reference Number: BBBH44411_162580213036130 Reference Numbe: Contact Details: Olivia Newham

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