Address
Form of workAs an Australian bank with a proud history, we believe in doing well and doing good. That’s why our ambition is to create a brighter future for our people, our customers, and our world.
The role
Our Credit Risk Modelling team is responsible for the development, oversight and embedding of credit risk measurement models (PD, LGD, EAD, Expected Credit Losses and Credit Risk Stress Testing) for the bank.
What you’ll do
- Build, validate, document, implement and rebuild Credit Risk Models
- Engage with stakeholders to understand business context, add value, propose solutions and project manage pieces of work through to completion
- Ensure that high quality analytical papers are written and delivered to appropriate senior management and committees. Present these papers in an effective manner appropriate to the audience
- Add value to deliverables with excellent problem solving, idea generation and strategic thinking
- Assist in the development of Credit Risk Modelling team members
What you’ll bring
- Degree in Finance, Commerce, Economics, Statistics / Mathematics, or Risk (mandatory)
- Post graduate finance, economics or accounting qualifications requirement (desired)
- Over 3 years experience in a quantitative risk function
- Background in lending and credit sufficient to make the person credible when discussing credit issues
- Proficiency in statistical software such as SAS, R, Python, Matlab or similar
- Ability to convey complex data in a concise understandable manner and distil the key messages
- Executive level presentation skills
