Senior Modeller - Analytics
A leading domestic bank is looking for a Senior Modeller to play a pivotal part in the development of a new risk based pricing engine.
Summary about this job
Credit
Company: T+O+M Executive
Location: Sydney
Work type: Full Time
Salary: Up to $850 + Super Daily
Phone: +61-2-8323-1539
Fax: +61-2-8926-7427
E-mail: n\a
Site: n\a
Detail information about job Senior Modeller - Analytics. Terms and conditions vacancy
A leading domestic bank is looking for a senior quantitative analyst to lead the development of the statistical models that will underpin a new risk based pricing engine in the group.
This pricing engine is a key commercial project for the business that will deliver a front-line tool for the relationship managers and distribution partners. This will on one hand meet new industry regulatory requirements whilst providing them with a competitive edge.
This role is supporting one of the banks core lending and finance business units where to be successful in the delivery of the solution you will need to have a broad background in financial modelling. This will include pricing, credit risk (PD, LGD & EAD) and predictive modelling.
With this being a senior role, strong stakeholder management skills will be necessary as you will need explain advanced statistical analysis to a business audience.
You will have:
- Advanced statistical modelling experience (R is the preferred language)
- Strong SAS, SQL and Teradata skills ideally
- Undergrad degree in Statistics, Actuarial, Applied Maths or an equivalent quantitative field
- Prepare detailed reports and presentations to the banks senior leadership teams
Please note that you will be supported by a team of data analysts plus a junior modeller, giving you the freedom to drive through the modelling solution without getting caught-up in extensive data cleansing work.
Please send your CV to [email protected] or apply via Seek.