Senior Credit Risk Modeller: Data-Driven Portfolio Insights

Lumi Financial Management; Sydney; On-site; AUD 120,000 - 170,000; Full time

Job summary

Lumi Financial Management seeks a quantitative risk professional to own credit risk modelling and portfolio insights for its lending business. You will develop, calibrate and monitor models, providing analytical direction for risk reporting and governance forums.

Key duties include tracking model performance, identifying portfolio trends, and adopting AI-assisted approaches to improve efficiency, with clear documentation of methodologies for internal and external review.

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. 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 (Python or R).
• Interest in evaluating and adopting new tools, including AI-assisted modelling and analysis.

Responsibilities

• Own credit risk modelling and portfolio insights for lending business.
• Develop, calibrate and monitor credit risk models to support lending decisions.
• Track model performance and redevelop or recalibrate as needed.
• Use data-driven analysis to identify portfolio trends, emerging risks and opportunities.
• Set analytical direction for risk reporting and collaborate with reporting owners.
• Evaluate new tools and techniques to improve modelling efficiency.
• Maintain documentation of model methodology and assumptions.

Skills

SQL

Python

R

Data analysis

Model development

Education

Quantitative degree

Tools

AI tools

Job description

Lumi Financial Management seeks a quantitative risk professional to own credit risk modelling and portfolio insights for its lending business. You will develop, calibrate and monitor models, providing analytical direction for risk reporting and governance forums.

Key duties include tracking model performance, identifying portfolio trends, and adopting AI-assisted approaches to improve efficiency, with clear documentation of methodologies for internal and external review.