Model Risk Review Analyst (4 Month Contract) recruitment
Strong mathematical / statistical modelling skills. Knowledge of the Basel regulatory capital framework and its application to credit risk estimation and management processes including the requirements of relevant APRA Prudential Standards Conceptual knowledge of economic credit capital and loan loss provisioning Understanding of prudent credit risk management principals and generic credit products Proficiency in Excel and SAS (advanced level). Ability to conduct data analysis with complex datasets (data profiling / transformation etc)JAVA is preferable but basic knowledge may also suffice.This Read more […]