Apply: Quantitative Credit Risk Modelling Manager

Reference: BH-185076
Exciting Day Rate Contract opportunity for a Quantitative Credit Risk Modelling Manager.

A leading Financial Institution is seeking talented individuals for multiple roles. My client needs solid experience in credit risk model development.

Key Responsibilities:
-Develop & implement cutting-edge credit risk models (PD, LGD, EAD)
-Conduct in-depth data analysis & rigorous model development.
-Collaborate with cross-functional teams
-Continuously improve models & methodologies

Requirements:
-Advanced degree in Mathematics, Statistics, Finance, or related field
-Strong programming skills in SAS, Python, SQL, R
-Proven experience in credit risk modelling

This specific contract runs for 9 months with a view to extension – start date in Jan 2026.

Email me on rupinderk@ethosbc.com.au with your resume or apply via link.
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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