Manager, Credit Risk Modelling

224

Sydney, NSW, Australia
Quantitative credit risk modelling experience
Knowledge of apra prudential standards
Proficiency in sas r python or sql
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 closely with senior stakeholders locally and globally to ensure models remain robust and aligned with regulatory standards.
  • The position offers exposure to both APRA and European prudential requirements within a flat organization structure.

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
  • Knowledge of APRA prudential standards
  • Proficiency in SAS R Python or SQL
  • End-to-end model lifecycle management
  • Experience with IRB provisioning models

Nice-to-have

  • Machine learning or AI model experience
  • European regulatory requirements knowledge
  • Strong stakeholder management skills
  • Ability to present complex findings
  • Cross-functional team leadership

Key Requirements

  • Tertiary qualification in Statistics Mathematics or related quantitative discipline
  • 5+ years demonstrated experience in quantitative credit risk modelling
  • Strong technical skills in SAS R Python or SQL

Work Rights

Not specified

Tailored Resume

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