Manager, Credit Risk Modelling

23

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

Job Summary

  • This role involves developing and monitoring business-critical credit risk models across ING Australia's retail and wholesale portfolios.
  • Candidates will gain exposure to both APRA and European prudential requirements while working within a flat organization structure.
  • The position offers benefits including discounted health insurance, an additional rest day, and an IMPACT Day for volunteering.

Matching Summary

This role involves developing and monitoring business-critical credit risk models across ING Australia's 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
  • Regulatory capital and provisioning expertise

Nice-to-have

  • Machine learning in controlled risk environments
  • Strong stakeholder management capabilities
  • Experience with European regulatory requirements
  • Ability to present complex findings clearly

Key Requirements

  • Tertiary qualification in Statistics or Mathematics
  • 5+ years quantitative credit risk modelling experience
  • Knowledge of IRB, IFRS 9, or stress testing models

Work Rights

Not specified

Tailored Resume

Cover Letter