Analyst, Quantitative Credit Risk

2 weeks ago


Sydney, New South Wales, Australia Prospa Advance Pty Limited Full time

At Prospa, we exist to unleash the potential of every small business. We are building the future of small business and simplifying cashflow by building a leading platform that helps customers make payments, fund growth and reduce admin.

The role

You'll work cross-functionally within the Credit Risk team and Prospa to prioritise and deliver initiatives that help monitor existing customer behaviour across different products and geographies. You'll own expected credit loss modelling framework and processes, to enable insights and solutions for the business.

What you will be doing
  • Build, enhance and monitor time series forecasting models, ECL models
  • Collaborate with Credit Risk and other teams to ensure loss rates remain within our risk appetite range
  • Support with managing Credit Risk's loss indicators, ECL and forecast with data driven insights.
  • Collaborate with Prospa's Finance, Technology, Collections teams to ensure the team continues to report accurately on losses and forecasts
  • Collaborate within the team to understand product construct changes, credit policy and credit setting decisions, and how these impact changes in the portfolio
  • Manage risk data systems and ensuring information accuracy
  • Ensure all code is version controlled
  • Proactively contribute to Credit Risk's team culture, values and ways of working
What you'll need to succeed
  • Strong SQL skills are essential. Tableau, Python (exposure to functional programming) & Databricks skills are desirable.
  • Previous experience in credit risk portfolio management or in an analytical role
  • Ability to use a variety of analytical techniques to provide actionable insights
  • An ability to build relationships with both technical and non technical business stakeholders
  • You're curious and enjoy experimenting with new methods
  • A desire to learn and grow your career within a Credit Risk team

Don't let a confidence gap get in the way of submitting your application.

What we offer:

As a busy grow getter, our benefits are here to help you be unstoppable in your mission. Whether it's a lofty career goal, investing in your family, saving the planet or simply feeling fulfilled:

  • Growth: There's something for everyone including learning days, a learning allowance, leadership programs, performance coaching & digital learning
  • Wellbeing: Think fitness initiatives, seasonal programs (including massages, skin checks, family picnics and coffee carts), additional "Me Days" and access to holistic EAP coaching.
  • Lifestyle: Find your fit with flexible working options, top notch office facilities and diverse remote/ travel work options. You can also purchase additional leave and take up to 18 weeks paid parental leave
  • Impact: Join a business that has committed to becoming carbon neutral by June 2024. And you can tap into volunteer days, our partnership with Kiva and join a range of employee resource groups.
  • Why Prospa?
  • We're a Best Workplace in Australia for 2023 We embrace diversity in our people and our thinking. You'll find an environment where there's always something new around the corner. It's collaborative, inclusive and respectful. A place where we celebrate who you are, naturally.

We're building the future of small business finance.Join us

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