You will play a key role in supporting credit risk model development, monitoring, and the migration of modelling infrastructure into modern cloud-based environments
Job Summary
You will play a key role in supporting credit risk model development, monitoring, and the migration of modelling infrastructure into modern cloud-based environments.
You will ensure that all models meet regulatory and internal governance requirements, including compliance with frameworks such as IFRS 9, Basel, and APRA standards.
You will build and maintain automated tools and dashboards to monitor model performance and support reporting within a cloud environment.
Matching Summary
You will play a key role in supporting credit risk model development, monitoring, and the migration of modelling infrastructure into modern cloud-based environments.
Skills & Requirements
Must-have
Credit risk model development
Probability of Default (PD)
Loss Given Default (LGD)
Exposure at Default (EAD)
Python, R, SAS, and SQL
Cloud-based analytics platforms
IFRS 9, Basel, and APRA standards
Nice-to-have
Data visualisation and storytelling
Mentorship to junior team members
Azure DevOps and Databricks experience
Key Requirements
Bachelor or postgraduate degree in a quantitative discipline
Hands-on experience working with quantitative models