Executive Manager Credit Risk Analytics- recruitment
We have a fantastic opportunity to join a leading Australian bank. The financial institution is Sydney based and has a strong presence in the retail banking market. At present they are looking to recruit an Executive Manager to oversee their Retail Risk Analytics team, which specialises in the development and validation of sophisticated regulatory models.
Key responsibilities include:
- Development and validation of regulatory models i.e. PD, LGD, EAD
- Management of stress testing across retail products
- The application of project management rigour to ensure that complex modelling tasks and other related credit risk projects are delivered on time
- Responsible for maintaining the interaction with key stakeholders
- Manage team members and actively contribute to the most pressing / organisationally important models being developed
- Maintain high standards of work and technical excellence, including the research and analysis of latest practices
- Active involvement in related Basel II initiatives
Key skills and experience:
- Experienced in the development of Basel II models, ideally in a retail capacity (PD, LGD, EAD)
- Demonstrated experience in delivering complex projects and managing large teams
- Strong understanding of the Basel II credit risk framework
- Understanding of the end to end use of models through to capital calculation
- Postgraduate qualifications in quantitative field i.e. statistics, econometrics, mathematics
To apply please send your resume through the link below or for more information please contact Alex Slocombe on 02 9270 2602.
May 7, 2012
• Tags: Executive Manager Credit Risk Analytics- recruitment, Risk Management careers in the Australia • Posted in: Financial