Job Description

Job Details

Location Sydney Salary $120000 - $150000 per annum Job Type Ref BH-157861 Contact Posted over 5 years ago

Role Purpose

A new team is being created in the centralised Risk Analytics Business Unit, to support the Credit Risk Modelling for a Tier-1 Consumer Bank and all its affilicated brands.


Major Accountabilities / Responsibilities

  • Working as a team, responsible for the assessment, development and/or recalibration of IRB credit risk models (PD, LGD, EAD) across the Group

  • Develop the predictive models in the context of Basel III

  • Navigate through various platforms, source and extract data for 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 an...

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