Credit Risk Model Validation Professional

3 days ago


Sydney, New South Wales, Australia beBeeRisk Full time $174,810 - $243,295
Job Title: Risk Model Validation Expert

We are seeking a highly skilled and experienced Credit Risk Model Validation Manager to join our team as a key member of the Model Risk department.

Job Description:

The selected candidate will play a critical role in ensuring the integrity and accuracy of our credit risk models by providing independent validation and oversight of retail and non-retail credit risk models, including A-IRB (PD/EAD/LGD), scorecards, provisioning, and stress testing.

Key Responsibilities:

  • Develop clear, concise, and insightful assessment reports for key stakeholders.
  • Provide detailed analysis and recommendations to improve model performance and compliance.

Requirements:

  • Advanced knowledge of data analytics, modeling, and visualization tools such as SAS, R, Python, SQL, and Excel.
  • Strong communication and stakeholder management skills with the ability to present complex issues effectively.
  • Excellent written and interpersonal communication skills.

What We Offer:

A supportive and inclusive work environment, competitive remuneration, and opportunities for career growth and development. Our team values diversity, flexibility, and inclusion, and we strive to provide a culture that supports our employees' well-being and success.



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