Credit Risk Modelling Expert

6 days ago


Melbourne, Victoria, Australia beBeeModel Full time $130,000 - $160,000
Quantitative Modelling Specialist

We are seeking an experienced professional to lead the development, validation and monitoring of credit risk models in a collaborative environment that values innovation and continuous improvement.

This role involves driving the creation of models that meet regulatory standards while collaborating with stakeholders across risk, finance and business units to embed models into decision-making processes.

  • Develop, validate and monitor credit risk models (PD, LGD, EAD, scorecards and rating models)
  • Ensure models comply with IFRS9, Basel and APRA standards
  • Collaborate with stakeholders to embed models into decision-making processes
  • Create automated tools and dashboards for model performance tracking and reporting
  • Contribute to regulatory submissions and respond to audit and assurance reviews
About You

You should have a strong background in credit risk modelling techniques and regulatory frameworks as well as proficiency in R, SAS, Python, SQL and Excel.

  • Deep understanding of credit risk modelling techniques and regulatory frameworks
  • Proficiency in R, SAS, Python, SQL and Excel
  • Strong communication skills with ability to explain complex technical concepts to both technical and non-technical audiences
About Us

Our organization is a unique group of challenger brands that provide a genuine alternative to financial services. We value diversity and inclusion and celebrate individuality.



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