Credit Risk Modelling Lead (IRB & Governance)

JS Careers Pty; Sydney; On-site; AUD 180,000 - 260,000; Full time

Job summary

JS Careers Pty invites an experienced Credit Modelling professional to join our global financial services group in Sydney, leading the development and governance of Credit Loss Modelling. You will work with the Head of Credit Loss Modelling, manage senior stakeholders, ensure model governance, and collaborate with 2nd line, internal/external audit, and regulators.

The role requires advanced quantitative training and strong coding in R and Python, with 4+ years in financial services and excellent

Qualifications

• Advanced quantitative background with an advanced degree in math, stats, actuarial studies, engineering or CS.
• Extensive IRB model development, monitoring or validation with regulatory understanding.
• 4+ years in financial services with strong stakeholder management and communication.
• Proficiency in R and Python programming.

Responsibilities

• Lead development and maintenance of credit loss models.
• Drive delivery and strategic direction with Head of Credit Loss Modelling.
• Build governance framework for credit and CCR models.
• Engage with 2nd line, internal and external audit and regulators on governance matters.

Skills

Quantitative background

IRB model development

Model governance

Stakeholder management

Python

R

Communication skills

Education

Advanced degree in mathematics / statistics / actuarial / engineering / CS

Tools

Python

R

Job description

JS Careers Pty invites an experienced Credit Modelling professional to join our global financial services group in Sydney, leading the development and governance of Credit Loss Modelling. You will work with the Head of Credit Loss Modelling, manage senior stakeholders, ensure model governance, and collaborate with 2nd line, internal/external audit, and regulators.

The role requires advanced quantitative training and strong coding in R and Python, with 4+ years in financial services and excellent