1 week ago

Senior Risk Analyst

Latitude Financial Services

Melbourne

1 week ago

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Senior Risk Analyst

Latitude is seeking a Senior Risk Modeller to develop and enhance quantitative models for lending and risk management. The role involves building credit scorecards, IFRS 9 models, and supporting model governance. Requires 2+ years of experience in consumer risk modeling and proficiency in SQL, Python, or R.

AI-enabledRemoteFull-timeSeniorSQLPython

Senior Risk Analyst

Apply

AI-enabledRemoteFull-timeSeniorSQL

Salary

Not specified

Work Location

Melbourne, Victoria, Australia, AU

Work Model

Remote

Experience Required

2 years

Employment Type

Full-time

Experience Level

Senior

Core Qualifications

Technical (Must-have)

SQLPythonRLogistic RegressionPD/LGD/EADIFRS 9Data MiningModel GovernanceMachine LearningAI ToolsStress TestingForecastingCredit ScorecardsRisk Modelling

Soft Skills

CollaborationProblem SolvingCommercial AcumenCuriosityBusiness Outcome Focus

Key Responsibilities

•Develop and deploy traditional credit risk models in line with established Model Governance framework, including credit scorecards, IFRS 9 models, etc.
•Identify relevant data sources, clean and prepare modelling data including validation.
•Support research and development to innovate with new methodologies with a focus on building and deploying explainable and robust models.
•Support model monitoring, enhancements, and governance across credit scorecards, provisioning, forecasting, stress testing, and climate risk, including policies, standards, and procedures.
•Perform ad-hoc analytics related to model development, monitoring and performance assessment, and provide key insights to business stakeholders.
•Demonstrate an agile and accurate contribution to business-critical enquiries and strategic initiatives.
•Support the delivery of Risk Modelling priorities to tight timelines.

Risk ModellingFinancial ServicesBankingCredit RiskIFRS 9Machine LearningSQLPythonRSenior

Key Responsibilities

•Develop and deploy traditional credit risk models in line with established Model Governance framework, including credit scorecards, IFRS 9 models, etc.

•Identify relevant data sources, clean and prepare modelling data including validation.

•Support research and development to innovate with new methodologies with a focus on building and deploying explainable and robust models.

•Support model monitoring, enhancements, and governance across credit scorecards, provisioning, forecasting, stress testing, and climate risk, including policies, standards, and procedures.

•Perform ad-hoc analytics related to model development, monitoring and performance assessment, and provide key insights to business stakeholders.

•Demonstrate an agile and accurate contribution to business-critical enquiries and strategic initiatives.

•Support the delivery of Risk Modelling priorities to tight timelines.