A highly dynamic and progressive financial institution based in Sydney is seeking a Credit Risk Modelling Manager to join a group wide credit team that assesses the credit risk on lending and trading transactions. Sponsorship opportunities available for non Australian passport holders.

The key responsibilities of the role include:

- Validate credit risk models used within the business, including AASB-9/ IFRS-9
- Draw insights from various models (PD, LGD and EAD) to support the analysis of model performance.
- Imparting your understanding of key risk drivers across various sectors to support analysis of model performance
- Documentation of analysis, findings and recommendations as well as planning and stakeholder management to ensure timely review and analysis of credit models

The key requirements are:

- Must have demonstrable credit risk modelling experience
- SAS and SQL experience required
- Demonstrate prior experience working with large data-sets and a strong background in a quantitative discipline with strong academic record
- Must have demonstrable experience of credit risk and modelling techniques as well as solid analytical, statistical skills, ideally within a financial services setting