Senior Credit Risk Scientist - IFRS9 ECL & Model Deployment

Preacta; Sydney; Híbrido; AUD 170.000 - 230.000; Jornada completa

Descripción de la vacante

Preacta in Sydney is seeking a senior data scientist specializing in credit risk analytics and IFRS 9 impairment modelling. The role focuses on building, calibrating, and monitoring ECL models, while collaborating with engineers to productionize solutions.

You will run sensitivity analyses, back-testing, and provide clear rationale for provisioning to Finance and auditors, shaping risk policy through rigorous analysis.

Formación

• 5+ years in data science, credit risk modelling or portfolio analytics.
• Hands-on experience with IFRS 9 ECL modelling.
• Version control, testing and reproducible workflows on a modern data platform.
• Clear model documentation and audit/validation readiness.

Responsabilidades

• Build, calibrate and monitor IFRS 9 impairment models across PD, LGD, EAD and staging.
• Run sensitivity analyses and back-testing for provisioning decisions.
• Explain provisioning changes to Finance and auditors.
• Collaborate with engineers to productionize models and raise team standards.
• Track portfolio performance across arrears, losses and vintages to inform risk appetite.

Conocimientos

Credit risk modelling

ECL IFRS9

Data science

Portfolio analytics

Version control

Testing workflows

Educación

Statistics/Maths/Economics/Actuarial science degree

Herramientas

Git

SQL

Descripción del empleo

Preacta in Sydney is seeking a senior data scientist specializing in credit risk analytics and IFRS 9 impairment modelling. The role focuses on building, calibrating, and monitoring ECL models, while collaborating with engineers to productionize solutions.

You will run sensitivity analyses, back-testing, and provide clear rationale for provisioning to Finance and auditors, shaping risk policy through rigorous analysis.