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Location
Sydney
Salary
$600 - $950 per day, Benefits: 650 - 950 Per Day
Job Type
Contract
Ref
BH-183968
Contact
Awais Imtiaz
Contact email
Email Awais
Posted
6 days ago
Credit Risk Modeller - Various Contract Positions

About The Company
You will be joining a well-known bank with great infrastructure, systems and tools who take pride in integrity and collaboration whilst providing excellence.
 
About The Role
As a Senior Credit Risk Modeller, you will be responsible for the development and implementation of sophisticated credit risk models, including PD, LGD, and EAD.  You will contribute to the development and enhancement of the bank's credit risk management framework. This role plays a key part in assessing and managing credit risk across the organization by developing and implementing innovative credit risk models to support sound decision-making.

Responsibilities:

Develop & implement statistical credit risk models (PD, LGD, EAD).
Conduct in-depth data analysis & rigorous model validation.
Ensure regulatory compliance & industry best practices.
Collaborate with cross-functional teams.
Continuously improve models & methodologies.
 
Requirements:

Proven experience in developing credit risk models.
Strong statistical knowledge and expertise in data management.
Advanced programming skills in SAS, Python, SQL, R, or similar languages.
Tertiary qualifications in Maths, Statistics, Quantitative, or related fields preferred.
Excellent analytical, problem-solving, and communication skills.
  
For more information please contact Awais on 0421 901 366 or apply online.

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