Analyst, Market Credit Risk
Responsibilities & Accountabilities Assist in the completion of periodic credit reviews on QTC’s clients and investment... more info
Role & Responsibilities: Model Development & Analysis Build and enhance predictive credit risk models, including Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD). Leverage statistical techniques and machine learning to analyse historical data and macroeconomic trends for model refinement. Data Processing & Exploration Perform data preparation, transformation, and aggregation using tools like Databricks, SQL, Python, or R. Source, clean, and analyse datasets (e.g., credit bureau data, financial statements) to extract actionable insights. Validation & Reporting Validate models through back-testing and stress testing to ensure accuracy and reliability. Create comprehensive reports on credit risk metrics and present findings to stakeholders, senior management, and regulators. Credit Risk Application Generate risk ratings and provide recommendations for credit origination and limit adjustments using risk models. Collaboration & Monitoring Work closely with cross-functional teams (credit risk, finance, portfolio management) to align models with business objectives. Monitor market trends to identify emerging risks and proactively inform management. What You'll Bring: Demonstrated expertise in credit risk model development and management (PD, LGD, EAD). Proficiency in data analysis tools such as Databricks, SQL, Python, or R. Strong statistical and machine learning knowledge applied in credit risk contexts. Exceptional ability to clean and interpret large datasets, ensuring accuracy and integrity. Proven experience in delivering actionable insights and clear communication to both technical and non-technical audiences. Comprehensive understanding of model validation, stress testing, and credit risk frameworks. #J-18808-Ljbffr
Responsibilities & Accountabilities Assist in the completion of periodic credit reviews on QTC’s clients and investment... more info
An exciting new permanent opportunity within the ANZ DLL team has become available for a Corporate Credit Analyst reporting... more info
Bring your passion for credit risk alongside your experience in analytics and stakeholder management You’ll be supported... more info