Manager, Credit Risk Modelling

282

Sydney, Australia
Quantitative credit risk modelling experience
Apra prudential standards knowledge
Sas r python or sql technical skills
This role involves developing, enhancing, and monitoring business critical credit risk models across retail and wholesale portfolios

Job Summary

  • This role involves developing, enhancing, and monitoring business critical credit risk models across retail and wholesale portfolios.
  • Candidates will work with senior stakeholders locally and globally to ensure models remain robust and aligned with regulatory standards.
  • The position offers a flat organisation structure providing direct exposure to executive committees and governance forums.

Matching Summary

This role involves developing, enhancing, and monitoring business critical credit risk models across retail and wholesale portfolios.

Skills & Requirements

Must-have

  • Quantitative credit risk modelling experience
  • APRA prudential standards knowledge
  • SAS R Python or SQL technical skills
  • End-to-end model life cycle ownership
  • Stakeholder management in banking

Nice-to-have

  • Machine learning or AI model experience
  • European regulatory requirements exposure
  • Strong communication of complex concepts
  • Flat organisation structure adaptability

Key Requirements

  • Tertiary qualification in Statistics or Mathematics
  • 5+ years quantitative credit risk modelling experience
  • Knowledge of APRA prudential standards

Work Rights

Not specified

Tailored Resume

Cover Letter