Head Of Credit Risk Modelling

224

Australia
**
10+ years quantitative credit model development
5+ years leading specialist quantitative teams
Advanced knowledge of retail credit risk models
** ING Australia is seeking a Head of Credit Risk Modelling to lead a team in their newly formed Modelling Centre of Excellence. The role involves overseeing the development of credit risk models, ensuring regulatory compliance, and driving innovation while managing senior stakeholder relationships. **

Job Summary

  • This role serves as the strategic leader for ING Australia's newly formed Modelling CoE, overseeing a team of 13-20 specialists.
  • The position requires ensuring all modeling activities align with regulatory expectations from APRA, EBA, and internal governance standards.
  • Candidates will benefit from discounted health insurance, an additional rest day for wellbeing, and an IMPACT day for volunteering.

Matching Summary

Match Score: 75

** ING Australia is seeking a Head of Credit Risk Modelling to lead a team in their newly formed Modelling Centre of Excellence. The role involves overseeing the development of credit risk models, ensuring regulatory compliance, and driving innovation while managing senior stakeholder relationships. **

Skills & Requirements

Must-have

  • 10+ years quantitative credit model development
  • 5+ years leading specialist quantitative teams
  • Advanced knowledge of retail credit risk models
  • Experience with Basel capital framework and IFRS 9
  • Proficiency in SAS, R, Python, or SQL coding

Nice-to-have

  • Strong senior stakeholder management skills
  • Ability to translate complex outcomes into insights
  • Early Warning System experience
  • Innovation in modeling practices
  • Leadership within a newly formed Centre of Excellence

Key Requirements

  • 10+ years of quantitative credit model development experience
  • 5+ years of experience leading specialist quantitative modelling teams
  • Advanced knowledge of prudential standards for retail credit portfolios

Work Rights

Not specified

Tailored Resume

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