ANZ | Hiring | Lead Analyst -ECL Wholesale Model | BigDataKB.com | 2022-09-16

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Job Location: Bangalore/Bengaluru

 
  • Contributing to the build of ECL models across wholesale and retail, which would be used to determine and manage loan loss provisions under the IFRS9 standard. This would include a diverse range of modelling projects by location, industry, division, complexity, and size, run according to ANZ standards and procedures.

  • Learning and running the current modelling processes to ensure efficient production of results.

  • Supporting her/his (Senior) Manager in investigating new modelling techniques and required data and investigating/researching the application of latest data science developments and machine learning techniques to ECL modelling.

  • Supporting model users in running the ECL models and interpreting the results, including any offline or out-of-cycle calculations as part of the ECL BAU process.

  • Presenting results in meetings and discussing results with the broader credit modelling team, i.e., retail modelling, wholesale modelling and stress test modelling.

  • Contributing to modelling team code libraries.

  • Providing updates to her/his (Senior) Manager.

About You
  • Experience with analytical packages (R, Python, SQL, SAS).

  • 1-2-year experience in a quantitative role, ideally within (retail or wholesale) credit risk modelling.

  • Strong analytical, numerical, research and problem-solving skills. Attention to details.

  • Excellent written and verbal communication.

  • Cloud computing and data skills.

  • Experience / exposure to banking data across retail / wholesale areas.

  • Knowledge of machine learning techniques.

  • Tertiary qualification in Finance, Statistics, Operations Research, Mathematics or Econometrics, or related field.

Apply Here

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