Credit Risk Manager

Location: Sydney, New South Wales Salary: competitive
Sector: Banking and Finance Type: Permanent

You will be responsible for the monitoring of model inputs and outputs and delivery of the extraction and creation of model data and datasets for model development, with 2-3 direct reports.

Experience required

  • Proven retail credit risk modelling or model validation experience covering Internal Ratings Based (IRB), provisioning and risk grading models.
  • Experience with SME retail IRB, stress testing and economic capital modelling is a highly advantageous.
  • Excellent tertiary qualifications in actuarial, statistics, econometric or other related quantitative discipline.
  • Experience building PD, EAD, LGD models
  • Excellent written and inter-personal communication skills, particularly the ability to explain complicated issues in an efficient and effective manner. You should have demonstrated an ability to communicate with influence
  • Advanced knowledge of SAS, R, SQL, Microsoft Word and Excel.
  • 7+ years relevant experience in a similar level

Sthree Australia is acting as an Employment Agency in relation to this vacancy.