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 and business stakeholders

  • Back up the BAU team for their deliverables


    • Knowledge and Experience

  • Minimum 3 years’ experience in credit risk modelling

  • SAS programming skills (experience in other statistical programming languages such as R & Python are also considered)

  • Tertiary qualifications in quantitative discipline such as Mathematics, Statistics, Actuarial / Information Sciences or equivalent employment background

  • Experience in handling large complex datasets, data manipulation and analysis

  • A genuine driver and high achiever, with the initiative to outperform and deliver quality outcomes in a fluid enviornment

  • Effective communicative and stakeholder management skills

  • Experience and knowledge of relevant APRA standards (in particular APS 113, 220 and 112) would be advantageous

    • Apply for this Position

    Ready to join ? Click the button below to submit your application.

    Submit Application