Data Modeller - Permanent - Must be Australian Citizen or Australian Permanent Resident currently
The Credit Risk Models develops and maintains a range of credit risk models including risk estimate models (PD, LGD and EAD) and portfolio models that drive credit capital and provisioning.
About the role
- Develop statistical credit risk models (Probability of Default and, Loss Given Default) to establish and maintain ‘best practice’ risk management
- Responsible for ensuring credit risk provisioning models are maintained to a high standard to facilitate compliance with legislation, regulatory requirements, governance frameworks and policies
About you
- Previous experience developing Credit Risk models
- Understanding of legislation, regulatory requirements and governance frameworks
- Analytical experience using programming skills such as SAS, Python, SQL, R, or similar
If this sounds like you or someone you know please send your resume to Kristen.date@randstaddigital.com.au or just hit apply.
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