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.