14 Nov
|
Lanson Partners
|
Sydney
14 Nov
Lanson Partners
Sydney
You'll work across Probability of Default (PD), Loss Given Default (LGD) and Exposure at Default (EAD) models, covering model development, performance monitoring and ongoing enhancement. Great role for Analyst to Senior Analyst with 4-6 years experience.
Skills & Experience:
- Strong knowledge of PD, LGD and EAD modelling and statistical methods
- Advanced SAS, Python, SQL and/or R skills
- Excellent communication skills, with the ability to explain complex models clearly
You'll work across Probability of Default (PD), Loss Given Default (LGD) and Exposure at Default (EAD) models, covering model development, performance monitoring and ongoing enhancement. Great role for Analyst to Senior Analyst with 4-6 years experience.
Skills & Experience:
- Credit risk modelling experience, including IFRS 9 provisioning models
- Strong knowledge of PD, LGD and EAD modelling and statistical methods
- Advanced SAS, Python, SQL and/or R skills
- Excellent communication skills, with the ability to explain complex models clearly
What's on Offer:
- Adaptable work and additional leave options, including Culture, Lifestyle and Wellbeing leave
- Employee banking benefits, including discounted mortgage rates
- Career development through tailored learning programs
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📌 Senior Credit Risk Modeller (Senior Analyst) (Sydney)
🏢 Lanson Partners
📍 Sydney