Lead Data Modeler (credit Risk)

Fractal

Sydney, Australia
On-site
Credit risk modelling experience
Model risk validation experience
Australian regulatory requirements
Fractal Analytics is a strategic AI partner to Fortune 500 companies with a vision to power every human decision in the enterprise

Job Summary

  • Fractal Analytics is a strategic AI partner to Fortune 500 companies with a vision to power every human decision in the enterprise.
  • The role requires in-depth, practical knowledge of Australian regulatory requirements, particularly APRA standards (APS 112, 113, 220) and their application in a major bank.
  • Proven track record leading the delivery of complex modelling projects for both Retail and Wholesale portfolios.

Matching Summary

Fractal Analytics is a strategic AI partner to Fortune 500 companies with a vision to power every human decision in the enterprise.

Skills & Requirements

Must-have

  • Credit risk modelling experience
  • Model risk validation experience
  • Australian regulatory requirements
  • APRA standards (APS 112, 113, 220)
  • Delivery of complex modelling projects
  • Credit risk frameworks and models
  • Quantitative finance and statistics

Nice-to-have

  • Leading and mentoring analytics teams
  • Offshore or distributed team environment

Key Requirements

  • 10+ years of deep experience
  • Significant time spent within banking or financial services
  • Proven track record leading delivery
  • Experience leading and mentoring teams

Work Rights

Not specified

Tailored Resume

Cover Letter