Business Analyst - Credit Risk

A leading organisation in Sydney CBD is in requirement of an experienced Credit Risk Business Analyst for an exciting 6 month contract. This role has a strong chance of a contract extension and the objective is to act as the Domain Expert in the measurement and metrics relating to Credit Risk and Portfolio for Retail Credit Risk Modelling.

Responsibilities:

- To deliver consulting and IT Services projects in Credit Risk, Basel III, Counterparty Risk, Concentration Risk, Portfolio Modelling and Collateral Analysis.
- Develop customised solution offerings and assets in these areas.
- Assist in product development for key accounts.

Essential Competencies:

- Expertise and professional experience in Credit Risk Analytics.
- Strong risk expertise especially on Counterparty Risk, Concentration Risk, Credit Risk with a strong understanding of Basel III frameworks.
- Implementation experience in Basel II & Basel III for Credit Risk, Stress Testing of models and model validation for different portfolios.
- Exposure to Data Structures, risk calculation engines and reporting solutions.
- Good understanding of exposure computations, RWA calculations, Monte Carlo Simulations, risk forecasting and overall computation life cycle.

Please forward your Resume for the attention of Mick Powar at Aurec Consulting. This is an excellent contract opportunity which will run well into 2013.