Senior Credit Risk Analyst — AI-Driven Modelling & Insights

Lumi; Sydney; On-site; AUD 150,000 - 210,000; Full time

Benefits offered by this job

Wellbeing: Free counselling

Home Workspace Allowance

Parental Leave

Parental Flex Leave

Lumi Life Leave for challenging events

Breastfeeding/expressing space

Monthly lunches

Beer & kombucha on tap

Job summary

Lumi is a leading fintech lender in Australia seeking a data-driven professional to develop, calibrate and monitor credit risk models. You will track performance, analyse portfolio trends and set the analytical direction for risk reporting to senior management.

The role requires hands-on modelling experience, strong SQL and Python/R skills, and a passion for adopting new tools, including AI approaches, to improve efficiency and governance.

Qualifications

• Tertiary qualification in a quantitative discipline such as statistics, mathematics, data science, actuarial studies, finance or economics (preferred)
• Demonstrated experience in credit risk analytics, modelling or portfolio insights within financial services, ideally in lending.
• Hands-on experience developing, calibrating and monitoring credit risk models (e.g. application or behavioural scorecards).
• Experience turning portfolio data into clear, actionable insights for senior management and governance forums.
• Strong proficiency in SQL and at least one analytical programming language (e.g. Python or R) for data analysis and model development.
• Interest in evaluating and adopting new tools and techniques, including AI-assisted modelling and analysis.

Responsibilities

• Develop, calibrate and monitor credit risk models (e.g. scorecards or equivalent) to support lending decisions
• Track model performance over time and recommend redevelopment or recalibration where needed
• Use data-driven analysis to identify portfolio trends, emerging risks and opportunities
• Set the analytical direction and methodology for risk reporting, partnering with colleagues who own reporting delivery
• Evaluate and adopt new tools and techniques (including AI-assisted approaches) to improve modelling efficiency
• Maintain clear documentation of model methodology and assumptions to support internal and external review
• Collaborate with quality assurance and policy colleagues to understand how real-world lending patterns may signal emerging risk
• Hands-on experience developing, calibrating and monitoring credit risk models (e.g. application or behavioural scorecards).
• Experience turning portfolio data into clear, actionable insights for senior management and governance forums.

Skills

Credit risk modelling

SQL proficiency

Python or R

Data analysis

Portfolio insights

AI-assisted modelling

Documentation

Stakeholder communication

Education

Tertiary qualification in quantitative discipline (statistics, mathematics, data science, finance or economics)

Tools

SQL

Python

R

Job description

Lumi is a leading fintech lender in Australia seeking a data-driven professional to develop, calibrate and monitor credit risk models. You will track performance, analyse portfolio trends and set the analytical direction for risk reporting to senior management.

The role requires hands-on modelling experience, strong SQL and Python/R skills, and a passion for adopting new tools, including AI approaches, to improve efficiency and governance.