Senior Credit Risk Modeller (Senior Analyst)

Lanson Partners; Sydney; On-site; AUD 90,000 - 130,000; Full time

Benefits offered by this job

Culture, Lifestyle and Wellbeing leave

Discounted mortgage rates

Tailored learning programs

Job summary

Lanson Partners in Sydney, Australia, is seeking an Analyst to Senior Analyst with 4-6 years’ experience to develop and enhance Credit risk models (PD, LGD, EAD). You will work across model development, performance monitoring and ongoing improvement in a dynamic, client‑facing environment.

Responsibilities include building robust models, validating results and communicating complex findings clearly. The role offers flexible work options and exposure to IFRS 9 provisioning, with a strong emphasis

Qualifications

• Strong knowledge of PD, LGD and EAD modelling and statistical methods.
• IFRS 9 provisioning models experience.
• Excellent communication skills, with the ability to explain complex models clearly.

Responsibilities

• Model development, performance monitoring and ongoing enhancement across PD/LGD/EAD.

Skills

PD modelling

LGD modelling

EAD modelling

SAS

Python

SQL

R

Communication

Tools

SAS

Python

SQL

R

Job description

You'll work across Probability of Default (PD), Loss Given Default (LGD) and Exposure at Default (EAD) models, covering model development, performance monitoring and ongoing enhancement. Great role for Analyst to Senior Analyst with 4-6 years experience.

Skills & Experience:

• Strong knowledge of PD, LGD and EAD modelling and statistical methods
• Advanced SAS, Python, SQL and/or R skills
• Excellent communication skills, with the ability to explain complex models clearly

You'll work across Probability of Default (PD), Loss Given Default (LGD) and Exposure at Default (EAD) models, covering model development, performance monitoring and ongoing enhancement. Great role for Analyst to Senior Analyst with 4-6 years experience.

Skills & Experience:

• Credit risk modelling experience, including IFRS 9 provisioning models
• Strong knowledge of PD, LGD and EAD modelling and statistical methods
• Advanced SAS, Python, SQL and/or R skills
• Excellent communication skills, with the ability to explain complex models clearly

What's on Offer:

• Flexible work and additional leave options, including Culture, Lifestyle and Wellbeing leave
• Employee banking benefits, including discounted mortgage rates
• Career development through tailored learning programs