Senior Data Scientist - Credit Risk

Preacta Recruitment; Sydney; Hybrid; AUD 180,000 - 220,000; Full time

Benefits offered by this job

Bonus

Superannuation

Hybrid work

Job summary

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.

Qualifications

• 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

Responsibilities

• 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

Skills

ECL modelling

Credit risk analytics

Audit & validation

Model documentation

Data science best practices

Education

Statistics/Maths/Economics degree

Postgraduate qualification

Tools

SQL

Python

R

SAS

Job description

Senior Data Scientist, Credit Risk (ECL and IFRS 9)

Sydney | Hybrid, 3 days in office | $200k + super + bonus

The company

This is a well-established Australian lender with a large, data-rich loan book. The data and AI function is growing, with ML and data engineers working alongside the credit risk analytics team. That means your models get built and deployed properly, not left in a spreadsheet. You get the scale and data depth of a mature lender without big bank bureaucracy.

The role

This is a senior individual contributor role with no direct reports. You’ll sit within the credit risk analytics team.

ECL is the core of the job. You’ll build, calibrate and monitor IFRS 9 impairment models across PD, LGD, EAD, staging, overlays and macroeconomic scenarios. You’ll run sensitivity analysis and back-testing. When provisioning moves, you’ll be the one explaining why to Finance. Your work needs to hold up in front of auditors and model validation.

Beyond ECL, you’ll work on scorecards, behavioural models and segmentation. You’ll also track portfolio performance across arrears, losses, hardship and vintages, and support credit policy and risk appetite decisions with solid analysis. You’ll work with engineers to get models into production cleanly, and help lift the team’s standards through peer review.

What you’ll need

• 5+ years in data science, credit risk modelling or portfolio analytics in lending or financial services
• 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 comfort with audit and validation scrutiny
• A degree in statistics, maths, economics, actuarial science or another quantitative field (postgrad a plus)
• Scorecard, behavioural or segmentation modelling experience
• Strong SQL plus Python, R or SAS

Nice to have: consumer or secured lending experience, and a working knowledge of Australian responsible lending and financial reporting requirements.