Lead Credit Risk Model Validator

5 days ago

Melbourne, Victoria, Australia beBeeCreditRisk Full time $120,000 - $180,000

Job Overview

We are seeking a seasoned professional to lead our credit risk model validation efforts. As a Credit Risk Model Validation Manager, you will be responsible for ensuring the integrity and accuracy of our credit risk models.

About the Role:

  • You will provide oversight and controls relating to retail and non-retail credit risk models.
  • You will work closely with stakeholders to ensure that models are developed and implemented in accordance with regulatory requirements.
  • You will collaborate with cross-functional teams to identify areas for improvement and implement changes as needed.

Key Responsibilities:

  1. Providing technical expertise in model validation, build or development experience in credit risk within banking
  2. Experience with either retail or non-retail credit risk modelling
  3. Familiarity with IRB, (PD/LGD/EAD) Provisioning, scorecard models, and stress testing models
  4. Understanding of APRA prudential standards, Basel and IFRS9
  5. Strong statistical programming skills using SAS, open to Python or R

Requirements:

  • Minimum 5 years' experience in a quantitative role
  • Tertiary qualifications in maths, statistics, data analytics, econometrics, engineering, physics, or relevant discipline
  • Strong analytical skills, critical and inquisitive thinker
  • Excellent stakeholder management skills, confident when making recommendations

What We Offer:

  • A relaxed and supportive environment to work in
  • The opportunity to work on high-profile projects and influence models across the bank
  • Exposure to models Bank-wide
  • Awareness of how credit risk models play a role in the overall process within a bank

About Us:

We are committed to delivering high-quality solutions to our clients and maintaining a strong reputation in the industry.

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