Big 4 bank. Bring your quant credit risk experience to enhance key methodologies for credit risk models across the business. Huge project
Great opportunity to join a leading Big 4 bank, and bring your quantitative credit risk experience to form part of this project which will focus on enhancing key methodologies for credit risk models across the business.
You will report into the Manager for Credit Risk Analytics, and will be involved in building statistical models; perform analysis using advanced econometric and statistical techniques to generate insights for credit portfolios; and enhance credit risk models.
On a day to day basis, you will:
Use SAS and R to build econometric models and analyse data using advanced statistical techniques including Nonlinear regression, Time Series Analysis, and Macroeconomic Modelling to generate credit portfolio insights
Assist with improving economic credit capital modelling and operational risk capital modelling
Enhance the business impacts of changes to Expected Loss, Risk and capital weighted assets
Work with sources of data sources to obtain and prepare data for input into modelling using statistical software
This bank is an industry leader and puts the customer at the core of everything it does. This is a great opportunity to contribute to the development and strengthening of risk capability across the business which will be critical to the future success of the business. You will have exposure to excellent mentoring and expertise. Enjoy flexible and agile working and a great team culture.
THE SUCCESSFUL CANDIDATE
To be successful in this role you will have:
3+ years relevant experience in a related quantitative field
Deep knowledge in applying advanced quantitative and statistical techniques using relevant tools such as SAS, R, SQL and ability to model, manipulate data and data visualization
Experience working with and maintaining large datasets
Relevant quantitative tertiary qualification in areas of mathematics, data science, statistics, finance, econometrics, actuary, engineering
Excellent written and verbal communication skills and ability to translate complex business data into simple insights to a range of stakeholders
Morgan McKinley is acting as an Employment Business in relation to this vacancy.