Senior Data Scientist, Credit Risk – IFRS 9 ECL (Hybrid)

Preacta Recruitment; Sydney; Hybrid; AUD 190,000 - 230,000; Full time

Job summary

Preacta Recruitment is seeking a Senior Data Scientist, Credit Risk in Sydney. You will own IFRS 9 ECL modelling for PD, LGD, and EAD, calibrate models, monitor performance, and explain provisioning changes to Finance.

You’ll also build scorecards and segmentation models while analyzing arrears, losses and vintages to inform risk appetite and policy decisions. Collaboration with data engineers ensures robust productionization.

Qualifications

• 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
• Scorecard, behavioural or segmentation modelling experience
• Strong SQL plus Python, R or SAS
• 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)

Responsibilities

• Build, calibrate and monitor IFRS 9 impairment models across PD, LGD, EAD, staging, overlays and macroeconomic scenarios
• Run sensitivity analysis and back-testing; explain provisioning changes to Finance
• Develop scorecards, behavioural or segmentation models and track portfolio performance across arrears, losses and vintages
• Support credit policy and risk appetite decisions with solid analysis
• Collaborate with engineers to productionise models and lift team standards through peer review

Skills

Data science

Credit risk modelling

IFRS 9 ECL

SQL

Python / R / SAS

Model documentation & audit

Education

Quantitative degree (statistics / maths / economics)

Postgrad qualification a plus

Tools

SQL Server / PostgreSQL

Git

Airflow

Job description

Preacta Recruitment is seeking a Senior Data Scientist, Credit Risk in Sydney. You will own IFRS 9 ECL modelling for PD, LGD, and EAD, calibrate models, monitor performance, and explain provisioning changes to Finance.

You’ll also build scorecards and segmentation models while analyzing arrears, losses and vintages to inform risk appetite and policy decisions. Collaboration with data engineers ensures robust productionization.