Credit Risk Modeller
- Melbourne, Victoria, Australia
- Permanent, Full time
- Huxley Banking & Financial Services
- 15 Sep 17
I am looking for a Quantitative Risk Analyst to join my client on a permanent basis.
- Quantitative Credit Risk Models
- Risk Weighted Assets
- Model based credit risk reporting
- Merger & Acquisition Modelling + Project Finance Modelling
- Risk Grading Framework
- Credit Risk Model Performance Monitoring.
- Must be extremely advanced in SAS
- Ideally experience in programming (SAS, Matlab, Python, R, VBA) and Excel
- Confident in writing/editing professional technical documents
- Can work as part of a larger team to deliver results in a timely fashion
- Looking to get into Quantitative credit risk modelling
- Experience of managing significant high profile project deliverables.
- Experience of working both independently and in a team-oriented, collaborative environment is essential.
- Can communicate with Stakeholders
- Degree / Advanced degree in a subject with a significant maths / statistical content (e.g. Engineering, Operations Research, Financial Mathematics, Statistics, Science or similar)
Sthree Australia is acting as an Employment Agency in relation to this vacancy.