Senior Credit Modeller

Ethos BeathChapman; Sydney; On-site; AUD 150,000 - 230,000; Full time

Benefits offered by this job

Flexible working

Great culture

Job summary

Ethos BeathChapman is seeking Senior Quant Credit Modellers for permanent roles in Australia. You will focus on IFRS9 credit risk modelling, developing PD, LGD, and EAD models, and driving rigorous data analysis.

Based in Sydney or Melbourne with PR or Citizenship, you will collaborate with cross‑functional teams and continuously improve methodologies in a dynamic environment.

Qualifications

• Advanced degree in Mathematics, Statistics, Finance, or related field.
• Strong programming skills in SAS, Python, SQL, R.
• Proven experience in credit risk modelling.
• Based in Sydney or Melbourne + you MUST have PR or Citizenship.

Responsibilities

• IFRS9 focus - develop & implement cutting-edge credit risk models (PD, LGD, EAD).
• Conduct in-depth data analysis & rigorous model development.
• Collaborate with cross-functional teams.
• Continuously improve models & methodologies.

Skills

Data analysis

Model development

Cross-functional collaboration

Education

Advanced degree in Mathematics, Statistics, Finance, or related field

Tools

SAS

Python

SQL

R

Job description

Exciting permanent roles for Senior Quant Credit Modellers!

A leading Financial Institution is seeking talented individuals for multiple roles. If you have experience in IFRS9 / Capital Model development this could be for you. 3-4 yrs Experience minimum

Key Responsibilities

• IFRS9 focus - develop & implement cutting-edge credit risk models (PD, LGD, EAD)
• Conduct in-depth data analysis & rigorous model development.
• Collaborate with cross-functional teams
• Continuously improve models & methodologies

Requirements

• Advanced degree in Mathematics, Statistics, Finance, or related field.
• Strong programming skills in SAS, Python, SQL, R.
• Proven experience in credit risk modelling.
• Based in Sydney or Melbourne + you MUST have PR or Citizenship.

Flexible working | wonderful team and great culture!

If you do not have exposure to IFRS9 or Capital Modelling you will not be considered for this position.