Credit Risk Modeller

2 weeks ago


Sydney, New South Wales, Australia Westpac Group Full time

Credit Risk Modeller (38307)**- Permanent

  • Location: Sydney, Melbourne, Brisbane

How will I help?

As a Credit Risk Modeller in the team will be responsible for the delivery of core predictive analysis, modelling and model performance activities for Westpac Group portfolios in the areas of credit capital modelling.


You will:

  • Use your maths and statistics knowledge to develop credit risk models and solve problems.
  • Deliver detailed analysis of sensitive data and draw insights.
  • Provide recommendations to internal customers to assist them in achieving portfolio optimisation setting and credit risk management objectives.

What's in it for me?
You'll play a significant part of the future of a business that has been around for 200 years. Our purpose is helping Australians succeed. So we'll back you in the development of your career, internal career prospects, and flexible working. You'll also keep learning to grown, backed by a fantastic team of people with a can-do, supportive structure.

Whatever shape your family takes, we offer generous paid and unpaid parental leave for your nominated primary and support carers.

This includes leave to organise adoptions, surrogacy, and foster care arrangements.

And we continue to pay your super contributions while you take all the time you need to get your new family settled.

**What do I need?
**You should have strong mathematics and statistical background and analytical skills.

You should be inquisitive and have good attention to detail and clear communication skills.

You should have exposure to SAS, Python, SQL, R, Matlab analysis tools.

Some other qualities which will be advantageous are:

  • Experience with building credit risk models (e.g. PD, LGD, EAD)
  • Experience with building statistical models
  • Dealt with a variety of stakeholders.
  • Experience with manipulating large complex datasets
  • Organised, efficient and hardworking.

What is it like to work there?
We aim to provide one big, supportive team of people who love helping others succeed. Working with us you'll discover new ways of working, and an exciting range of roles to showcase your skills.

As an equal opportunity employer, we're proud to have created a culture where people can be their best, in an environment that values diversity and flexibility and one where everyone belongs.


How do I apply?

Do you need reasonable adjustments during the recruitment process?


At Westpac we are committed to providing a supportive culture and creating inclusive and accessible workplaces, branches, products and services for our customers, employees, and community.


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