senior analyst – credit risk in sydney cbd

posted
job type
permanent
salary
AU$ 100,000 per year
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job details

posted
location
sydney cbd, new south wales
job category
banking & financial services
job type
permanent
working hours
Full-Time
salary
AU$ 100,000 per year
reference number
90M0399660_1571781888
phone
00 00

job description

Senior Analyst – Credit Risk

What's in it for you?

This is an exciting role for an analyst as it will give you the chance to work with multiple projects. Model and Analytics play a significant role in objective decision making on a rang of business decisions within my client. They recognise the importance role plays in organisational decision making and applies to leading edge model risk management to manage the portfolio of models and analytics. This is a newly created role as well as good pay and a great culture, joining our client means you’ll get lots of perks

Our Client:

Our client is a reputable financial services business.

Position Overview:
The purpose of this role is to create and maintain a robust credit risk model governance framework. The model governance senior analyst will also be supporting ongoing monitoring of credit risk models across the Westpac group. The successful candidate will need to have excellent understanding of credit risk framework and modelling processes within a banking environment, as well as the ability to collaborate closely with offshore team, data and systems team, modelling teams and other business partners

Job Requirements:

  • Identification of business improvements in relation to models
  • Establish and maintain a robust credit risk model governance framework. This will involve proactively engaging credit risk modellers, product risk managers, data and system team, project teams, independent model validators, regulatory affairs team and group risk governance team to keep up-to-date with most recent developments across the group
  • Ensure core modelling data is managed and maintained to facilitate compliance, to meet APRA’s Data Management Framework (e.g. CPG235) requirements and to meet business requirements for data capture and storage for use in modelling and model monitoring
  • Collaborate with various stakeholders to ensure data transition from warehouse to discovery environment to production environment is efficient and robust

Experience and Qualifications needed

With a background in credit risk management, you have experience with industry best practice tools and techniques/statistical portfolio management. Known for having an enquiring mind, you aren’t shy about asking questions when there is ambiguity and pride yourself on your continuous improvement mindset.

In addition, you will have:

  • Degree qualified within maths/statistics
  • Strong numeracy / analytical skill, with tertiary qualifications within mathematics / statistics / finance / risk related disciplines
  • Minimum 3 years experience in credit risk analytical environment or equivalent
  • Advanced SAS programming skills, SQL, Excel skills, with VBA and Tableau
  • Detailed knowledge of banking platforms and systems and relationship management
  • Ability to apply mathematical models for the assessment of risks, Knowledge of specific modelling fields advantageous
  • A strong commercial acumen and with good communication skills

What’s On Offer

With a generous remuneration package you will have education and volunteer leave to learning benefits and banking discounts

To apply online please click the 'Apply' button below or send to Darren Ruane at darren.ruane@randstad.com.au

skills

Credit Risk, analytics

qualification

Degree

educational requirements

Post Graduate Diploma