Credit Risk Modelling Manager
Salary AUD120,000 - AUD160,000 per annum + super
Location Sydney CBDFULL_TIME
Consultant Georgia Whiting
Date posted 18 January 2019 2019-01-182019-02-13 financial-services Sydney CBD New South Wales AU AUD 120000 160000 160000 YEAR Robert Walters https://www.robertwalters.com.au https://www.robertwalters.com.au/content/dam/robert-walters/global/images/logos/web-logos/logo.gif
A highly dynamic and progressive financial institution based here in Sydney is seeking a Credit Risk Modelling Manager to join a group wide credit team that assesses the credit risk on lending and trading transactions.
The key responsibilities of the role include:
- Validate credit risk models used within the business, including AASB-9/ IFRS-9
- Draw insights from various models (PD, LGD and EAD) to support the analysis of model performance.
- Imparting your understanding of key risk drivers across various sectors to support analysis of model performance
- Documentation of analysis, findings and recommendations as well as planning and stakeholder management to ensure timely review and analysis of credit models
The key requirements are:
- Must have demonstrable credit risk modelling experience
- SAS and SQL experience required
- Demonstrate prior experience working with large data-sets and a strong background in a quantitative discipline with strong academic record
- Must have demonstrable experience of credit risk and modelling techniques as well as solid analytical, statistical skills, ideally within a financial services setting
To apply please click apply or call Georgia Whiting on 02 8289 3249 for a confidential discussion.