Promo Staffing Jobs In Australia

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  • Senior Modeller

    Senior Modeller We™re looking for a Credit Risk Modeller analyst to build and enhance existing capabilities through research into new methodologies. With your eye for detail and proven design skills, you™ll provide detailed analysis, designing and data modelling within our development test and production environments Responsibilities Responsible for the assessment, development andor recalibration of IRB credit risk models (PD, LGD, EAD) in the context of Basel III. Perform data sourcing, analysis and quality checks to ensure data is suitable and robust for modelling purposes. Ensure that all modelling processes, decisions and outcomes are appropriately documented. Effectively communicate and collaborate with the broader Basel III project and business stakeholders. Requirements 3+ years™ experience in credit risk modelling SAS programming skills. Experience in other statistical programming languages would also be considered. Tertiary qualifications in quantitative discipline such as mathematics, statistics, actuarial sciences or equivalent employment background Experience in handling large complex datasets, data manipulation and analysis. Experience and knowledge of relevant APRA standards (in particular APS 113, 220 and 112) would be advantageous. For more information please click apply or email darren.ruanerandstad.com.au randstad.com.au

    location Sydney, New South Wales


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