Senior Analyst, Non-retail Models

Thejolietbank

Fully remote
Proficiency in quantitative statistical modelling
Experience in developing credit risk models
Modelling using r or python
The team develops estimates for Probability of Default, Loss Given Default and Exposure at Default for credit portfolios

Job Summary

  • The team develops estimates for Probability of Default, Loss Given Default and Exposure at Default for credit portfolios.
  • This role will contribute to the development, maintenance and enhancement of key non-retail credit risk models.
  • At CBA, we are dedicated to building a diverse, inclusive and authentic workplace.

Matching Summary

The team develops estimates for Probability of Default, Loss Given Default and Exposure at Default for credit portfolios.

Skills & Requirements

Must-have

  • Proficiency in quantitative statistical modelling
  • Experience in developing credit risk models
  • Modelling using R or Python

Nice-to-have

  • Diligent and collaborative work style
  • Familiarity with Basel regulatory standards
  • Ability to mentor and coach analysts

Key Requirements

  • Experience in non-retail portfolios
  • Familiarity with AWS tools
  • Demonstrated skills in written and verbal communication

Work Rights

Not specified

Tailored Resume

Cover Letter