Credit Risk Analyst (x3)
Bank of Queensland
Brisbane, Queensland
Posted on: Wed Jun 27 2012Job Description
BOQ is one of Australia's most dynamic and innovative financial institutions. One of Australia's top 100 listed companies, BOQ is a retail bank offering a network of more than 260 branches across Australia, almost 200 of which are operated under a unique Owner-Manager Model, an insurance group and a National Finance division.
The purpose of this role is to develop the Bank’s retail credit risk models for both operational and capital purposes. The role will work with the manager of credit risk analytics in the delivery of the relevant credit risk models. Key duties will include:
- Development of retail credit risk application and behavioral scorecards.
- Development of retail mortgage and unsecured retail LGD.
- Development and calibration of regulatory PD models.
- Validating all scorecards PD’s, EAD, LGD across all retail credit risk segments in line with the Internal Model Risk Policy.
- Ongoing development and monitoring of collective provision and regulatory reserve models.
- Delivery of appropriate stress testing methodologies for retail credit risk portfolio.
- Identifying potential data issues.
- Executing model development/validation to a high quality.
Desired Skills & Experience
We seek a motivated analyst with the following experience and skills:
Experience
- Up to 3 years in model development.
- Preferred experience in retail credit risk.
- SAS experience (desirable).
- Experience in the banking industry (desirable).
Skills
- Sound written and verbal communication skills.
- Microsoft suite of products including Word, Excel, project, Visio, and PowerPoint.
- Ability to analyse and interpret financial and statistical data and present it in a logical manner.
- Committed and enthusiastic team player.
- Demonstrated willingness and ability to learn.
- Ability to manage and prioritise work without close supervision.
- Up to 3 years in model development.
- Preferred experience in retail credit risk.
- SAS experience (desirable).
- Experience in the banking industry (desirable).
Applications
Please apply through the BOQ Careers Website. For more information contact Andy Hamblin on (07) 3212 3355.
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