Credit Risk Modeller - Corporate and Asset Finance Group (Contract up to 12 months)
Credit Risk Modeller - Corporate and Asset Finance Group (Contract up to 12 months)About the role:
We are seeking a model development analyst from a retail credit risk modelling background (i.e. PD, LGD, EAD and application scorecard experience) to join the Corporate and Asset Finance IFRS 9 project team .
Key responsibilities will include:
- Adapting and enhancing existing retail credit risk capital models for use in the company's move from IAS 39 to IFRS 9
- Developing new IFRS 9 compliant loan loss provisioning models to support Group and regulatory requirements
- Assisting in the implementation of the new IFRS 9 models
- Provide other ad hoc credit risk related analysis and reporting
In addition to you excellent written and verbal communication skills you will have a minimum 3 years of experience in developing retail credit risk models. You ideally also have:
- Experience or interest in working on IFRS9 implementation projects
- Programming skills and strong expertise in statistical packages (preferably R)
- Non mortgage retail experience would be highly regarded but is not essential.
- Experience with Basel II, III and Australian Prudential Standards
Corporate and Asset Finance Group provides innovative and traditional capital, finance and related services to clients operating in selected international markets. With offices in Australia, New Zealand, Asia, North America and Europe, Corporate and Asset Finance specialises in:
- leasing and asset finance
- tailored debt and finance solutions
- asset remarketing, sourcing and trading.
Find out more about Macquarie careers at www.macquarie.com/careers or contact Renee Read 02 8232 3900.
Macquarie understands the importance of diversity and inclusion - our long history of success has come from being different. At Macquarie we value the innovation and creativity that diversity of thought brings. The one thing we all have in common is our focus on high performance. If you're capable, motivated and can deliver, we want you on our team.
Advertised: 18 Jan 2017 AUS Eastern Daylight Time