Credit Risk Analytics Specialist recruitment
- Brisbane CBD Head Office Location
- Exciting opportunity to join a business leader
- Overseas candidates encouraged to apply
The Suncorp Group of companies offers a range of financial products and services across Australia and New Zealand. The Suncorp Group has more than 16,000 employees and relationships with over seven million customers and is a top 25 ASX listed business with over $95 billion in assets.
The Credit Risk Analytics team is currently recruiting for a Credit Risk Analytics Specialist. This team covers a breadth of responsibility within the Banking Credit department of Suncorp. Chief amongst these are the Credit Risk Models used. As the designated model owner for all material Credit Risk models the Credit Risk Analytics team is responsible for the development, deployment, ongoing monitoring and review, and redesign of each model throughout the model lifecycle.
Credit Risk Models include customer segmented scorecards, collective provisioning and expected loss models and behavioural scoring models. The Credit Risk Analytics Specialist role is designed to support the Bank's existing Credit Risk Models (via ongoing monitoring, review and redesign where required) and to develop and deploy new Credit Risk Models as they are required.
A core component of the role is ensuring all internal and external compliance requirements are maintained as they pertain to the models. In addition the Credit Risk Analytics team is responsible for delivering key analytical projects ? including Portfolio and Bank-wide stress testing which directly impacts the Bank's Risk Appetite.
To be considered for this pivotal role you will have demonstrated experience in a scorecard monitoring/development role. In addition you will possess the following skills and knowledge:
- Tertiary qualifications in Mathematics, Finance, Economics or a related field
- Strong communication skills
- Modelling experience - using SAS.
- Data mining / analysis using SAS or a similar product
- Strong verbal and written reporting skills.
- Strong analytical skills with particular focus on statistical and economic data.
- Ability to convey complex data in a concise understandable manner
- Clear understanding of credit policies and risk systems.
- Understanding of the constantly changing business environment and the need to improve the processes in Credit Risk.
- In-depth knowledge of scorecard/model design, selection, implementation, validation and maintenance.
- In-depth knowledge of credit rating systems (application and/or behavioural).
- Basel II knowledge on risk estimates (e.g. PD, LGD and EAD).
In return you will benefit from joining a dynamic team who are motivated and passionate about what they deliver to the business and who are afforded autonomy and accountability in their day to day work. Suncorp offers genuine professional development opportunities with an attractive reward programme and a range of corporate and lifestyle benefits.
For more information please refer to the full position description attached and apply online. Alternatively, call Carla Morris on +61 7 3135 4048 for more information.
PD_-_Credit_Risk_Analytics_Specialist_June_2012[1].docx