Senior Quantitative Analyst – Credit Modeling recruitment
Senior Quantitative Analyst - Credit Modeling
Banking Group
Fixed Term 1 Year Contract
Credit Methodologies and Tool Development
Salary Range up to AU$150,000 + Bonuses +
Large bank requires three quantitative analysts to work within the Risk Frameworks and Portfolio Analytics team principally looking after the development, implementation and maintenance of risk decisioning models, the management of risk data and systems, the preparation of portfolio based risk management reporting and the development and optimisation of risk management policies, processes and strategies throughout the credit lifecycle.
As a senior member of the analytics team, your role will be to contribute to the design, build, deployment, maintenance and validation of all risk decisioning (application and behavioural) models utilised in the bank Retail, Business and Private Banking portfolio.
All credit risk factor models (PD, LGD and EAD) utilised in the Retail segment of the Business and Private Banking portfolio will fall under the remit of this quantitative analyst.
As the subject matter expert in the team, you will support the review and design of new credit decision strategies for each stage of the ‘credit lifecycle’ by developing model scenarios and conducting post implementation reviews and assessments with business units across the bank
This is a one year fixed term contract with a possibility of permanent role in the bank after the contract ends. A fixed term contract provides holiday and sick pay as well as full banking benefits.
For a confidential discussion, please contact Oliver Spiers at BlackOcean Recruitment at oliver@blackoceanrecruitment.com or +61 2 9230 0472