They are a well renowned finance brand that respects talent, rewards hard work and believes in helping individuals grow and advance their career. They strive to build a company with individuals who work every single day to innovate and share know-how in ways that benefit people, society, and the planet.
In this role you will be an integral part of the model development team to mitigate the model risks under the model governance for the entire organization. The team is responsible for the IRFS9 program, discovering and diagnosing modeling related risks including input data, assumption, concept, methodology, process and implementation.
Essential Duties and Responsibilities:
- Responsible for development, implementation and documentation of Credit Loss Forecasting Models
- Specific duties include data extraction, exploratory analysis, variable transformation, model fitting, model performance evaluation, back testing and Implementation
- Responsible to present the model development progress to model governance committee on weekly basis.
- Work with cross functional teams (Business, Finance, Risk and IT) addressing data, process, model, analytics and policy gaps involving quantitative risk models.
The ideal candidate will have…
- SAS expertise
- Knowledge in Basel regulatory requirements preferred
- Experience in consumer credit, PD/LGD/EAD model development or validation
- Understanding in banking book products like mortgages, home equity lines/loans, credit cards and personal loans
- 3-5 years model development or model validation experience
- Programming skills such as Python/R. SAS required
- Excellent communication skills
- Master’s degree in a quantitative discipline
- Apply below with CV in WORD format Or call Mark for more details on 02 8315 2184
Another fantastic role by Mark Cornwel-Smith, bringing you the best jobs in the Data and Analytics arena for over a decade.
Successful applicants must be flexible in making themselves available for interviews at the employers request. Please ensure your full legal name (as it appears in your passport) is included at the top of your CV.
Mane Consulting has extensive experience in the Data Analytics market, with dedicated specialists focusing on these areas exclusively. Our enviable expertise in this sector, makes Mane the ideal agency to contact – whether you are looking for the next step in your career, or seeking the ideal candidate, why not talk to the data experts.