Credit Risk Modeller
We are seeking an experienced professional to join our team as a Credit Risk Modeller. This is a 12-month contract that offers an exciting opportunity to work on-site three days per week at our Macquarie Park campus and contribute to the development and enhancement of credit risk models that drive strategic decision-making.
Key Responsibilities:
- Develop, validate, and enhance credit risk models, including scorecards, probability of default (PD), loss given default (LGD), and exposure at default (EAD) models
- Analyse large datasets to generate insights and support risk-based decisions
- Prepare technical documentation and ensure regulatory compliance with modelling standards
- Work closely with stakeholders across Risk, Finance, and Information Technology to implement model changes
- Support model monitoring, performance reporting, and ongoing refinement
Requirements:
- Proven experience as a Credit Risk Modeller in banking or financial services
- Strong statistical and programming skills (SAS, R, Python, SQL)
- Solid understanding of credit risk concepts and regulatory frameworks (e.g., APRA, Basel)
- Strong analytical mindset with excellent communication skills
- Tertiary qualifications in Statistics, Mathematics, Finance, or a related field
What We Offer:
- High-impact role with a leading financial services organisation
- Attractive daily rate + superannuation
- Flexible hybrid working – 3 days on-site at Macquarie Park
Why Choose Us?
- Our organisation is committed to innovation and excellence in all aspects of our business
- We foster a culture of collaboration, continuous learning, and growth
- We offer competitive remuneration and benefits packages to attract and retain top talent