Apply: Quantitative Credit Risk Modeller

Reference: BH-181236-1
About The Company
You will be joining a well-known bank with great infrastructure, systems and tools who take pride in integrity and collaboration whilst providing excellence.
 
About The Role
As a Senior Quantitative Credit Risk Modeller, you will be responsible for model development in risk management, including credit models (PD and LGD).  You will Ensure high-quality credit risk stress testing models for compliance, collaborate with managers for coordinated project execution and governance, and maintain thorough documentation and control.
 
Responsibilities:
  • Develop statistical models for credit risk management (Probability of Default, Loss Given Default).
  • Identify opportunities to improve stress testing and risk management using statistical models and tools.
  • Ensure compliance with legislation, regulatory requirements, and governance frameworks.
  • Enhance existing capabilities through research and process improvement.
  • Collaborate with stakeholders to meet risk model requirements.
 
Requirements:
  • Minimum of two years of analytical experience.
  • Strong statistical knowledge and expertise in data management.
  • Advanced programming skills in SAS, Python, SQL, R, or similar languages.
  • Tertiary qualifications in Maths, Statistics, Quantitative, or related fields preferred.
  • Excellent analytical, problem-solving, and communication skills.
 
 
For more information please contact Awais on 0421 901 366 or apply online.
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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