Global Banking Institution Multiple long term contract roles
Credit Risk Provisioning (IFRS 9)
Highly attractive day rates
Highly respected banking institution and probably the most iconic in Australia, my client is seeking a number of model development analysts to assist in the development of credit risk models for the replacement of IAS 39 to IFRS 9. Ideally we are seeking candidates from a credit risk modelling background (i.e. PD, LGD, Capital, and Scorecard) to develop models for loan loss provisioning and impairment.
IFRS 9 includes a logical model for classification and measurement, a single dynamic “expected loss” impairment model and a reformed approach to hedge accounting. Ideally we are seeking candidates with strong statistical modelling skills, (logistical regression, maximum likelihood estimation, Bayesian, Jarrow-Turnball).
We are happy to speak to candidates with retail and wholesale modelling experience.
To be considered for the position you must demonstrate the following requirements;
This ad is now closed and is an example of a job including maths skills.