Salary AUD70,000 - AUD100,000 per annum + super
Location Sydney CBD
Consultant Georgia Whiting
Date posted 23 February 20181 Farrer place Sydney 2000 Robert Walters Australia
As a key member of the Risk Analytics team, you will be responsible for the quantitative risk management through analytics, data profiling, statistical modelling and machine learning for quantifying various types of financial risks (e.g. credit risk, fraud risk, pricing risk) inherent in the company’s business activities and processes. A large portion of this role will focus on the research and development of cutting edge statistical/machine learning models to find previously unidentified patterns to enhance our risk decision making.
Key responsibilities include:
- Develop scorecards and other risk models utilising a range of statistical & machine learning techniques
- Perform empirically derived analysis to understand business performance, identify improvement opportunities, and develop strategies and recommendations
- Be accountable for the accurate construction and evaluation of data sets, graphs, and reports and be able to communicate the same to your team and your stakeholders
- Be required to document all your processes and analysis for independent validation
- Contribute to the development of the analytics team and expanding their data analytics capabilities
Key requirements are:
- Minimum 2-3 years’ experience in statistical or machine learning approaches to data analysis and data mining
- Exposure to machine learning techniques
- Required skills: R, SQL. Optional Skills: Python, Hadoop, etc.
- A tertiary degree in finance, actuarial or related discipline
- Exceptional organisational and time management skills
- Strong written and verbal communication skills
- Proven ability to translate technical detail into terminology that non-technical teams can understand and use
- Understanding of retail credit risk
To apply please click apply or call Georgia Whiting on 02 8289 3249 for a confidential discussion.