Senior Analyst, Basel III X 6


  • Responsible for the assessment, development and/or recalibration of IRB credit risk models (PD, LGD, EAD) in the context of Basel III.
  • Perform data sourcing, analysis and quality checks to ensure data is suitable and robust for modelling purposes.
  • Ensure that all modelling processes, decisions and outcomes are appropriately documented.
  • Effectively communicate and collaborate with the broader Basel III project and business stakeholders.


  • Excellent tertiary qualifications in an applied mathematical field
  • 3+ years' experience in credit risk modelling
  • Proficiency in a programming language i.e. SAS, R, Python or equivalent
  • Experience and knowledge of relevant APRA standards (in particular APS 113, 220 and 112) would be advantageous.

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

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Reference Number: BBBH39294_159887554187458

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Contact Details: Olivia Newham