Credit Risk Modelling X 5 roles - Senior Analyst - Senior Manager

We are currently partnering with the retail banking, wealth management and SME lending arm of this leading Australian financial services group on a campaign to hire up to 5 Credit Risk Model Managers for their Sydney head office.
Our client are entering a phase of significant growth and are open to sponsoring talented, international model risk professionals who are interested in building their careers in Australia.
This is a rare and unique opportunity to make an immediate impact within this successful and ambitious business.
Key responsibilities

• Provide governance oversight for capital and provisioning models - IRB, IFRS9, stress testing
• Work with broader credit functions on the integration of these models, as well as strategy teams on the credit decisioning process
• Support the credit risk model validation team as part of the banks annual validation activities
• Produce high quality model documentation for model validators, auditors and/or external regulators
• Explain and link models to commercial outcomes such as pricing and return metrics.
• Collaborate with product management, prudential risk and data analytics teams on model developments

Skills required

• Advanced degree in a quantitative discipline (e.g., Mathematics/Statistics, Actuary, Engineering, Computer Science)
• Demonstrated experience in credit risk modelling (IRB, IFRS9, stress testing)
• Strong problem-solving skills
• Strong written and verbal communication skills

Our client are able to provide sponsorship for Australia as well as financial support to international candidates looking to relocate.
simon.bradbury@rolyrecruitment.com