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.
Reference Number: BBBH39294_159887554187458
Contact Details: Olivia Newham