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.
- 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.