Apply: Sr Credit Risk Modeller

Reference: BH-180589-1
Join a Tier 1 Institution as the business grows their Credit Risk Modelling - Basel III team overseeing a wide range of models including PD, LGD, and EAD models.
  • Day Rate Contract Opportunity
  • Location: Sydney / Melbourne / Brisbane
  • Contract End: Sept-2024
  • Drive real change in this fast-paced role in this high performing team.
Role & Responsibility:
  • Assess, develop and re-calibrate IRB credit risk models (PD, LGD and EAD) in the context of Basel III
  • Perform data sourcing, 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.
Requirements:
  • Tertiary education in Economics, Statistics, Mathematics, Actuarial or Engineering
  • 2+ years of experience within credit risk modelling (ex: IRB, IFRS9 and Stress Testing)
  • Experience and knowledge of relevant APRA standards (in particular APS 113, 220 and 112) would be advantageous.
  • Excellent technical skills in SAS, R, Python or similar
  • Strong problem solving skills
  • Excellent communication and presentation skills
For further information on this role or to confidentially apply, please contact Valerie Lai on 02 8227 9200 or apply directly via the Apply for this job button. Only WORD FORMAT resumes will be accepted.
Company Background:

Ethos BeathChapman (EBC) is a global group of executive recruitment experts in Australia, Asia and EMEA, with a broader network beyond. We connect exceptional people to exceptional companies.

EBC’s mid-sized agility and solutions-focused approach enables us to flex where traditional recruitment agencies have failed, and scale beyond the reach of boutiques. Our multidisciplinary expertise covers corporate and specialised functions across Finance, Technology, Commerce and Government recruitment markets, among others.

Established 2005 in Sydney, EBC today has six offices worldwide in Australia, Singapore, Hong Kong, Japan, Netherlands and the UK. Part of the Nikkei-listed Will Group, Inc, we own Quay Appointments and our staffing and managed solutions specialists, CONNECT.

Let’s connect, and make exceptional happen, together: www.ethosbc.com

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