Data Modeller - Permanent - Must be Australian Citizen or Australian Permanent Resident currently
The Credit Risk Models develops and maintains a range of credit risk models including risk estimate models (PD, LGD and EAD) and portfolio models that drive credit capital and provisioning.
About the role
Develop statistical credit risk models (Probability of Default and, Loss Given Default) to establish and maintain ‘best practice’ risk management
Responsible for ensuring credit risk provisioning models are maintained to a high standard to facilitate compliance with legislation, regulatory requirements...