Credit Risk Modeller
Job Details
Location Sydney Salary $100000 - $150000 per annum Job Type Ref BH-158079 Contact Posted over 5 years agoThe Role:
My client, a Tier-1 Australian Bank is looking for a Credit Risk Modeller to build and enhance existing capabilities through research into new methodologies. With your eye for detail and proven design skills, you’ll provide detailed analysis, designing and data modelling within their development test and production environments.
Your Duties:
Develop credit risk models (PD, LGD, EAD) for both the Retail and Corporate portfolios
Retrieve and manage large data sets obtained from various systems / sources, perform detailed analysis of sensitive data
Provide recommendations to internal customers to assist them in achieving portfolio optimisation setting and credit risk management objectives
Ensure that all modelling processes, decisions and outcomes ...