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Credit risk modeller

Westpac Group
Model Maker
Posted: 5 June
Offer description

Description Create your best future and join Westpac as a Credit Risk Modeller. What's the role? You'll be diving into the heart of predictive analysis and modelling, working on credit capital modelling for Westpac Group portfolios. This isn't just a job; it's your chance to shape the future of risk management with cutting-edge statistical models. You'll develop and maintain credit scoring models, Probability of Default, Loss Given Default, and Exposure at Default. The role is open to Sydney, Melbourne or Brisbane, and you'll work full-time with a team that's as passionate about innovation as you are. Your role will also involve data sourcing, analysis, and ensuring robust data quality for modelling purposes. What do I need? You'll need a strong ability to analyse complex data sets, identify patterns, and solve problems effectively. Proficiency in SAS, Python, SQL, R, and Excel with VBA is essential. You'll be using these tools to develop and maintain statistical models. Collaboration is key. You'll work closely with various teams, including Risk Analytics, data and systems teams, and external departments to ensure seamless integration and functionality of models. We're looking for someone who is always on the lookout for ways to improve processes and outcomes. You'll be expected to challenge existing methodologies and suggest innovative solutions. You'll need to communicate complex technical information clearly and concisely to stakeholders, including managers and senior managers, ensuring everyone is on the same page. Why join us? We’re obsessed with becoming our customers' 1 banking partner for life and we’re looking for people who are passionate about helping us achieve that goal. In return, we’re committed to making Westpac the best place to work in the country. Here are just a few of the ways we’re already doing that: Special offers on banking products and discounts from top brands, including generous employee-only mortgage rates! Flexible work arrangements to help you achieve a greater work/life balance, and a variety of leave options including Culture, Lifestyle and Wellbeing leave. Tailored learning and development opportunities to help your grow your career within the bank. Lots of opportunities to ‘give back’ to the Community by getting involved in our many volunteering initiatives. Join our credit risk modelling team to drive impactful decisions through data and models, where you'll gain hands-on experience, grow your skills and thrive in a collaborative and supportive environment. Create your future today To get started, simply click on the APPLY or APPLY NOW button We’re all about creating a supportive and inclusive community. We welcome everyone – no matter your age, gender, background, or abilities. We also provide additional support to welcome our veterans, Indigenous Australians and neurodiverse community. If you need any adjustments during the recruitment process, you can find out more information and additional contact details by visiting the "People with Disability and/or needing Accessibility Requirements" page on our website .

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