Senior Credit Risk Executive
The Program: The objective of the APS 221 Large Exposures program is to update the bank's existing large exposure framework... more info
Senior Credit Risk Modeller
Salary:
80.00 - 100.00
Posted:
30-01-2025
Category:
Risk Management Quantitative Analysis
Sydney,
Job Description
Senior Credit Risk Modeller with BH-157861 | Ethos BC Job Search Accounting, Audit & Finance Senior Credit Risk Modeller Location: SydneySalary: $120000 - $150000 per annumJob Type: PermanentRef: BH-157861Contact: Eugena GongPosted: almost 4 years ago Role Purpose A new team is being created in the centralised Risk Analytics Business Unit, to support the Credit Risk Modelling for a Tier-1 Consumer Bank and all its affiliated brands. Major Accountabilities / Responsibilities Working as a team, responsible for the assessment, development and/or recalibration of IRB credit risk models (PD, LGD, EAD) across the Group. Develop the predictive models in the context of Basel III. Navigate through various platforms, source and extract data for 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. Back up the BAU team for their deliverables. Knowledge and Experience Minimum 3 years’ experience in credit risk modelling. SAS programming skills (experience in other statistical programming languages such as R & Python are also considered). Tertiary qualifications in quantitative discipline such as Mathematics, Statistics, Actuarial / Information Sciences or equivalent employment background. Experience in handling large complex datasets, data manipulation and analysis. A genuine driver and high achiever, with the initiative to outperform and deliver quality outcomes in a fluid environment. Effective communicative and stakeholder management skills. Experience and knowledge of relevant APRA standards (in particular APS 113, 220 and 112 ) would be advantageous. For further information on this role or to confidentially apply, please contact Eugena Gong on 02 8227 9200 or apply directly via the Apply for this job button. Only WORD FORMAT resumes will be accepted. #J-18808-Ljbffr
Job Details
Salary: 80.00 - 100.00
Posted: 30-01-2025
Category: Risk Management Quantitative Analysis
Sydney,
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