Buscojobs | Senior Credit Risk Modeller

vor 5 Stunden


Central Coast, Österreich Tideri Jobbörse Vollzeit

Senior Credit Risk Modeller with BH-157861 | Ethos BC
Location: Sydney
Salary: $120,000 - $150,000 per annum
Job Type: Permanent
Ref: BH-157861
Contact: Eugena Gong
Posted: 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 #J-18808-Ljbffr



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