Senior Credit Risk Modeller

1 day ago


Sydney, New South Wales, Australia beBeeCreditRisk Full time $120,000 - $250,000
Job Overview

Credit risk modelling encompasses the analysis of data to identify potential credit risks. This role necessitates senior professionals with expertise in credit risk modelling, particularly in IRB, IFRS9 and stress testing.

Key Responsibilities
  • Provide governance oversight for capital and provisioning models.
  • Collaborate with broader credit functions on the integration of these models and strategy teams on the credit decisioning process.
  • Support the credit risk model validation team as part of the bank's annual validation activities.
  • Produce high-quality model documentation for model validators, auditors and/or external regulators.
  • Explain and link models to commercial outcomes such as pricing and return metrics.
  • Work closely with product management, prudential risk and data analytics teams on model developments.
Required Skills and Qualifications
  • Demonstrated experience in credit risk modelling (IRB, IFRS9, stress testing).
  • Strong analytical skills.
  • Excellent written and verbal communication skills.
Benefits

The successful candidate will have the opportunity to work with a dynamic team, contributing to the development of innovative credit risk models. They will also have access to ongoing training and professional development opportunities.



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