Head Of Credit Risk Modelling

282

Australia
Not specified
10+ years quantitative credit model development
5+ years leading specialist quantitative teams
Irb and ifrs9 model development expertise
ING Australia is seeking a Head of Credit Risk Modelling to lead a newly formed Modelling Centre of Excellence, overseeing a team of specialists responsible for credit risk models across both retail and wholesale banking. The ideal candidate will have extensive experience in quantitative credit model development, strong leadership skills, and the ability to manage senior stakeholder relations effectively

Job Summary

  • This role leads a team of 13-20 specialists within ING Australia's newly formed Modelling CoE under the Integrative Risk function.
  • The successful candidate will drive strategic direction for IRB and IFRS9 models while ensuring alignment with APRA, EBA, and internal governance standards.
  • ING offers a supportive culture celebrating individuality, along with benefits like discounted health insurance and an IMPACT day for volunteering.

Matching Summary

Match Score: 85

ING Australia is seeking a Head of Credit Risk Modelling to lead a newly formed Modelling Centre of Excellence, overseeing a team of specialists responsible for credit risk models across both retail and wholesale banking. The ideal candidate will have extensive experience in quantitative credit model development, strong leadership skills, and the ability to manage senior stakeholder relations effectively.

Skills & Requirements

Must-have

  • 10+ years quantitative credit model development
  • 5+ years leading specialist quantitative teams
  • IRB and IFRS9 model development expertise
  • APRA and EBA regulatory compliance knowledge
  • SAS R Python or SQL coding skills
  • Retail credit risk decision model experience

Nice-to-have

  • Early Warning System experience
  • Strong senior stakeholder management skills
  • Ability to translate complex outcomes for decision makers
  • Experience guiding a new Centre of Excellence
  • Innovation in modeling practices

Key Requirements

  • 10+ years quantitative credit model development experience
  • 5+ years leading specialist quantitative modelling teams
  • Advanced knowledge of retail credit risk portfolios
  • Understanding of Basel capital framework and IFRS 9

Work Rights

Not specified

Tailored Resume

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