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Credit Risk Modeller

Location Australia
Posted 22-February-2019
Description
Credit Risk Modeller
[Description] About the role

You will take responsibility for scoping, designing, developing and implementing new initiatives whilst applying advanced statistical and technical methods ensuring they champion best practice. You will be ensuring that all the models are monitored correctly and regularly and adequately communicating with senior stakeholders to drive any necessary actions.

Key responsibilities

* Quantitative and Qualitative modelling engagements
* Create statistical models to help clients overcome regulatory/technical challenges
* Challenge existing risk models to assess their appropriateness/identify areas of improvement
* Deliver transparency and accuracy through the audit and review of financial models

What you can bring to the role

* University degree in mathematics, statistics, commerce, economics
* Extensive experience in a commercial risk analytics environment and model implementation
* SAS/VBA/R/Python programming experience
* Experience in end to end build of credit risk models
* Great communication skills

Salary details
USD 70000.00 to USD 110000.00

 
Awards & Accolades for MyTechLogy
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Finalist at HR Vendor of the Year 2015 Awards under the category Best Learning Management System
Finalist at HR Vendor of the Year 2015 Awards under the category Best Talent Management Software
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