Apply: Senior Quantitative Analyst - Credit Risk

Reference: BH-170085
Short Description
Reporting to the Associate Director, the role will provide the candidate with the opportunity to deliver on the devleopment of credit risk models with an Australian bank.

Bullet Points:
  • Competitive salary package with flexible hours
  • Career progression opportunity and growth opportunity
  • Use your quantitative skills in providing business-wise impact
About the business:
Work with a prestigious Australian bank that has been successful in making developments that impact the broader business. This is a newly created role sitting within the Credit Risk team. They are focused on developing models and liaising with stakeholders to ensure the correct alignment of modelling data and modelling data governance within the broader credit risk data objectives.

Responsibilities:
  • Assess, lead, develop and recalibrate IRB credit risk models (PD, LGD, ED) in context of Basel III
  • Lead modelling objectives and oversee the design and delivery of credit risk models. Must understand capital requirement calculations and automated credit decision process
  • Ensure all modelling processes, decisions and outcomes are appropriately documented
 
About yourself?
  • Tertiary qualifications in the quantitative, actuarial, statistics and maths field.
  • 2+ years of experience in credit risk modelling and credit risk data in financial services
  • Understanding of evolving expectations regarding data governance and data quality
  • Strong exposure to credit risk models (PD, LGD & EAD)
 
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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