Credit Model Risk Manager

Bluefin Resources; Sydney; Hybrid; AUD 150,000 - 210,000; Full time

Benefits offered by this job

Competitive remuneration

Employee benefits

Job summary

Bluefin Resources is seeking a Manager, Credit Model Validation for a leading Australian bank. Two positions available, open to Sydney, Melbourne, Brisbane or Adelaide with a minimum of 2 days in the office.

Join a high-performing Model Risk team to validate retail and corporate credit models, including IRB, provisioning, scorecards and stress testing. You'll own validation assignments, challenge modelling approaches, and present clear findings to senior stakeholders while contributing to

Qualifications

• Minimum 4 years of quantitative analytics experience with credit risk.
• Strong understanding of IRB modelling and provisioning.
• Proven ability to evaluate model performance and validate methodologies.

Responsibilities

• Lead independent reviews of credit risk models across portfolios.
• Assess model performance, methodologies, assumptions, and implementation.
• Analyze IRB models (PD, EAD, LGD) and provisioning, scorecards and stress tests.
• Provide recommendations to strengthen model governance and effectiveness.
• Prepare validation reports and present findings to stakeholders.
• Share knowledge and provide technical guidance within the team.

Skills

Quantitative analytics

Education

Applied Mathematics / related discipline

Tools

R

Python

SAS

Job description

Bluefin Resources is seeking a Manager, Credit Model Validation for a leading Australian bank. Two positions available, open to Sydney, Melbourne, Brisbane or Adelaide with a minimum of 2 days in the office.

Join a high-performing Model Risk team to validate retail and corporate credit models, including IRB, provisioning, scorecards and stress testing. You'll own validation assignments, challenge modelling approaches, and present clear findings to senior stakeholders while contributing to