Credit Risk Modeller

  • competitive
  • 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.

General Responsibilities;

  • 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

Experience required:

  • 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

Minimum Qualifications:

  • 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.