Risk Management is responsible for developing and deploying the risk frameworks to allow the Group to take conscious exposures to credit, market, operational, compliance and insurance risks within a Board-approved appetite
Job Summary
Risk Management is responsible for developing and deploying the risk frameworks to allow the Group to take conscious exposures to credit, market, operational, compliance and insurance risks within a Board-approved appetite.
The role involves generating insights for credit portfolios by building statistical models and performing analyses using advanced techniques including Time Series Analysis, Macroeconomic Modelling and Non-linear Regression with R and Python.
The company advocates a culture of inclusion and respect, celebrates diversity, and offers flexible working options to support employees.
Matching Summary
Risk Management is responsible for developing and deploying the risk frameworks to allow the Group to take conscious exposures to credit, market, operational, compliance and insurance risks within a Board-approved appetite.
Skills & Requirements
Must-have
Quantitative statistical modelling
Credit risk model development
R and Python programming
Teradata SQL or Microsoft SQL
Advanced statistical and econometric techniques
Model documentation and validation
Stakeholder collaboration
Nice-to-have
Familiarity with Basel regulatory standards
Experience with APRA regulations
Knowledge of IFRS9 requirements
AWS tools experience
Mentoring and coaching skills
Collaborative and entrepreneurial work-style
Effective written and verbal communication
Key Requirements
Experience developing credit risk models for PD, LGD, and EAD