Data Scientist (Asset Risk)

Skills required;

• Manage and maintain the current credit risk model including PD/LGD/EAD, IFRS9 models, acquisition scorecards, collection models, and other credit risk factor models
• Support the model development projects on credit scoring, loss prediction and other modelling techniques to enhance credit decision making
• Provide analytical expertise and support by participating in multi bureau and CCR projects
• Maintain effective relationships with internal parties that interact with Data Science teams and Data/System teams
• Contribute to the Financial planning processes e.g. loss & IFRS9 compliant reserve forecasting, recovery forecasting, capacity planning etc

Responsibilities for this role;

• A degree in quantitative disciplines such as statistics, actuarial science, etc
• Experience in quantitative reporting, analysis, or risk modelling
• A successful track record in Data Science, specifically within Credit Risk Management is preferred
• Strong experience in statistical model building and scorecard development is preferred
• Strong analytical skills, experience in business use of statistics is a pre-requisite as is strong working knowledge of SAS, SQL, Excel. (R and Python are advantageous)
• Strong communication skills, both written and verbal, able to articulate complex analytical information
• Ability to maintain high standards of accuracy and work under pressure to achieve deadlines

Aboriginal and Torres Strait Islander Peoples are encouraged to apply. To apply please click apply or call Deepanshu Dhiman on +61 2 8423 1013 for a confidential discussion.

Skills required;

• Manage and maintain the current credit risk model including PD/LGD/EAD, IFRS9 models, acquisition scorecards, collection models, and other credit risk factor models
• Support the model development projects on credit scoring, loss prediction and other ...