Senior Analyst - Risk Analytics

$120k - $160k
Permanent
Darlinghurst
20 Jul 2020
BBBH763203

A fantastic opportunity has come available for a Senior Analyst - Risk Analytics to join a growing SME financial services business.

A fantastic opportunity has come available for a Senior Analyst - Risk Analytics to join a growing SME financial services business.

The successful candidate will have a solid understanding of credit risk and either developing or validating credit risk models (LGD, EAD, PD, IFRS9, A-IRB etc). You will be responsible for building and maintaining models, analyse impacts on portfolio performance and work towards improving strategies for changes made to the credit decisioning engine.

Stakeholder management will be an important as you present models and discuss impacts with various stakeholders across the business.

This is the perfect opportunity for an experienced credit risk modeller to take ownership and deliver on key credit risk projects in a growing, agile environment.

Responsibilities:

  • Build and maintain credit risk models (LGD, EAD, PD, IFRS9, A-IRB, Scorecards, stress testing etc).
  • Manage stakeholders across risk setting, models and impacts
  • Work alone and with colleagues to develop strategies to improve the Credit Decision Engine
  • Analyse impacts and changes on portfolio performance and collaborate to identify impacts / improvements

Experience

  • Strong academics in a highly statistical subject - (Maths, Statistics, Quantitative etc.)
  • 2-3+ years experience within a credit risk analytics/modelling team or equivalent
  • Advanced skills with - Databricks, SAS, SQL. Python, R, MATLAB etc
  • Analytical and problem solving skills

If you think you have relevant skills and experience, please send your profile to Zack to find out more - zgordon@morganmckinley.com

Zack Gordon's picture
Senior Consultant | Analytics Recruitment
Sydney | zgordon@morganmckinley.com