Senior Credit Risk Data Scientist - IFRS 9 ECL, Hybrid

Preacta Recruitment; Sydney; Híbrido; AUD 180.000 - 220.000; Jornada completa

Ventajas ofrecidas por este puesto de trabajo

Bonus

Superannuation

Hybrid work

Descripción de la vacante

Preacta Recruitment seeks a Senior Data Scientist to lead IFRS 9 impairment modelling (ECL) within our credit risk analytics team in Sydney. You will build, calibrate and monitor models across PD, LGD, EAD and macro scenarios, with validation and audit readiness at the forefront.

You’ll also work on scorecards, behavioural and segmentation models, and track portfolio performance to inform risk policy decisions. Collaboration with engineers to productionize models is essential.

Formación

• 5+ years in data science or credit risk modelling
• Hands-on experience building, calibrating or monitoring ECL models under IFRS 9
• Version control, testing and reproducible workflows on a modern data platform
• Clear model documentation and audit-ready outputs
• A degree in statistics, maths, economics, actuarial science or another quantitative field
• Scorecard, behavioural or segmentation modelling experience
• Strong SQL plus Python, R or SAS

Responsabilidades

• Build, calibrate and monitor IFRS 9 impairment models across PD, LGD, EAD, staging and macroeconomic scenarios
• Analyse portfolio performance across arrears, losses, hardship and vintages
• Collaborate with engineers to productionize models and lift team standards
• Support credit policy and risk appetite decisions with solid analysis
• Explain provisioning movements to Finance and withstand audit/validation scrutiny

Conocimientos

ECL modelling

Credit risk analytics

Audit & validation

Model documentation

Data science best practices

Educación

Statistics/Maths/Economics degree

Postgraduate qualification

Herramientas

SQL

Python

R

SAS

Descripción del empleo

Preacta Recruitment seeks a Senior Data Scientist to lead IFRS 9 impairment modelling (ECL) within our credit risk analytics team in Sydney. You will build, calibrate and monitor models across PD, LGD, EAD and macro scenarios, with validation and audit readiness at the forefront.

You’ll also work on scorecards, behavioural and segmentation models, and track portfolio performance to inform risk policy decisions. Collaboration with engineers to productionize models is essential.