Senior Credit Risk Modeller (IRB/Basel III)

BeathChapman Pte Ltd; Sydney; On-site; AUD 120,000 - 150,000; Full time

Job summary

BeathChapman Pte Ltd in Sydney is seeking a Senior Credit Risk Modeller to join a newly formed Risk Analytics team. You will develop and recalibrate IRB credit risk models (PD, LGD, EAD) for a Tier-1 consumer bank, applying Basel III frameworks and ensuring robust data foundations for modelling.

You will source data across platforms, document methodologies, collaborate with stakeholders, and provide BAU backup for the modelling team.

Qualifications

• Minimum 3 years’ experience in credit risk modelling.
• SAS programming skills (experience in other statistical programming languages such as R and Python are also considered).
• Tertiary qualifications in quantitative discipline such as Mathematics, Statistics, Actuarial / Information Sciences or equivalent employment background.
• Experience in handling large complex datasets, data manipulation and analysis.
• A genuine driver and high achiever, with the initiative to outperform and deliver quality outcomes in a fluid environment.
• Effective communicative and stakeholder management skills.
• Experience and knowledge of relevant APRA standards (in particular APS 113, 220 and 112) would be advantageous.

Responsibilities

• Working as a team, responsible for the assessment, development and/or recalibration of IRB credit risk models (PD, LGD, EAD) across the Group.
• Develop the predictive models in the context of Basel III.
• Navigate through various platforms, source and extract data for analysis and quality checks, to ensure data is suitable and robust for modelling purposes.
• Ensure that all modelling processes, decisions and outcomes are appropriately documented.
• Effectively communicate and collaborate with the broader Basel III project and business stakeholders.
• Back up the BAU team for their deliverables.

Job description

BeathChapman Pte Ltd in Sydney is seeking a Senior Credit Risk Modeller to join a newly formed Risk Analytics team. You will develop and recalibrate IRB credit risk models (PD, LGD, EAD) for a Tier-1 consumer bank, applying Basel III frameworks and ensuring robust data foundations for modelling.

You will source data across platforms, document methodologies, collaborate with stakeholders, and provide BAU backup for the modelling team.