Head Of Credit Risk Modelling

ING

Australia
**
10+ years quantitative credit model development
5+ years leading specialist quantitative teams
Sas r python or sql coding skills
** ING Australia is seeking a Head of Credit Risk Modelling to lead a newly established Modelling Centre of Excellence. This leadership role involves overseeing a team of modelers, ensuring compliance with regulatory standards, and driving innovation in credit risk modelling practices. **

Job Summary

  • This role leads the strategic direction and governance of credit risk models across ING Australia's retail and wholesale bank portfolio.
  • The successful candidate will supervise the development of IRB and IFRS9 models while ensuring alignment with APRA and EBA regulatory expectations.
  • ING offers a supportive culture with benefits including discounted health insurance, an additional rest day, and an IMPACT volunteer day.

Matching Summary

Match Score: 75

** ING Australia is seeking a Head of Credit Risk Modelling to lead a newly established Modelling Centre of Excellence. This leadership role involves overseeing a team of modelers, ensuring compliance with regulatory standards, and driving innovation in credit risk modelling practices. **

Skills & Requirements

Must-have

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

Nice-to-have

  • Strong senior stakeholder management skills
  • Ability to translate complex outcomes into insights
  • Experience with Early Warning Systems
  • Innovation in modeling practices
  • Building a new Centre of Excellence

Key Requirements

  • 10+ years quantitative credit model experience
  • 5+ years leading specialist modeling teams
  • Knowledge of prudential standards for retail credit
  • Credit decisioning and Early Warning System experience

Work Rights

Not specified

Tailored Resume

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