Senior Quantitative Analyst Credit Models
Employment Info
JOB SUMMARY
Requirements
- Experience in credit risk modelling or independent model validation, covering IRB, provisioning, scorecards or stress testing
- Strong understanding of credit risk frameworks and regulatory standards, including APRA, Basel and IFRS 9
- Advanced quantitative and statistical capability, with experience applying models in practical risk settings
- Strong programming experience using SAS, R, Python and/or SQL, with Excel used for analytics and reporting
- Ability to produce clear, concise written validation reports and communicate complex concepts to senior stakeholders
- Strong problem-solving ability, intellectual curiosity, and confidence to provide independent challenge
Responsibilities
- Perform independent model validations covering A-IRB models (PD, LGD, EAD), scorecards, provisioning and stress testing
- Focus on challenging model methodology, scope, assumptions, data, code, and documentation to ensure models meet internal standards and regulatory requirements
- Produce clear, well-reasoned validation reports and engage directly with senior stakeholders to socialise findings, provide constructive challenge, and influence outcomes
- Offer strong exposure across the enterprise and opportunities to help influence modelling processes, tooling, and uplift initiatives
Desired Qualifications
- Experience with Git, Jupyter, or modern modelling toolchains is advantageous but not essential
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