Senior Modeller, Advanced Analytics

Sydney

Responsibilities:

• Develop statistical models to establish and maintain 'best practice' risk management and automated credit-decisioning processes. These include; Credit Scoring, PD, LGD & EAD models
• Ensure appropriate documentation of processes, procedures, issues & outcomes
• Communicate and collaborate with internal stakeholders to ensure projects, BAU, governance framework and compliance activities and obligations are effectively and unitedly conducted
• Ensure core credit models across Australian Banking risk are compliant with regulatory requirements

Requirements:

• Excellent tertiary qualifications in an applied mathematical field i.e.; Physics, Statistics, Engineering, Econometrics etc.
• At least 2 years' experience within a Credit Risk function/ team/
• Programming capabilities in; SAS, R, Python or equivalent

For further information about this position please contact Olivia on 0409 356 856 or simply click APPLY.

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