Senior Credit Modeller
- Develop and implement IFRS 9 and capital credit risk models, including PD, LGD and EAD models.
- Conduct detailed data analysis and model development, and continuously improve modelling methods.
- Work with cross-functional teams; requires at least 3–4 years’ experience, relevant advanced study and credit risk modelling experience.
Exciting permanent roles for Senior Quant Credit Modellers!
A leading Financial Institution is seeking talented individuals for multiple roles. If you have experience in IFRS9 / Capital Model development this could be for you.
3-4 yrs Experience minimum
Key Responsibilities:
-IFRS9 focus - develop & implement cutting-edge credit risk models (PD, LGD, EAD)
-Conduct in-depth data analysis & rigorous model development.
-Collaborate with cross-functional teams
-Continuously improve models & methodologies
Requirements:
-Advanced degree in Mathematics, Statistics, Finance, or related field.
-Strong programming skills in SAS, Python, SQL, R.
-Proven experience in credit risk modelling.
Please email me on rupinderk@ethosbc.com.au
You can be based in Sydney or Melbourne+ you MUST have PR or Citizenship.
Flexible working | wonderful team and great culture!
If you do not have exposure to IFRS9 or Capital Modelling you will not be considered for this position.
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