Service Owner: Advanced Credit Risk Modelling & Data

Westpac; Sydney; Hybrid; AUD 220,000 - 300,000; Full time

Job summary

Westpac in Sydney is seeking a Service Owner, Advanced Credit Risk Modelling & Data to define and execute the consumer finance credit risk modelling and data asset strategy. You will build and lead a high-performing team of data scientists and modellers to develop market-leading models and data assets.

The role collaborates with risk, validation, data, technology and architecture teams to shape the modelling and data landscape, leveraging modern platforms and analytics to deliver better customer

Qualifications

• Experience in credit risk modelling or model validation.
• Knowledge of IRB, provisioning and scorecard models.
• Understanding of APRA prudential standards, Basel and IFRS9.
• Strong stakeholder management and clear communication.
• Problem solving with a results-focused approach.
• Proficiency in SAS, R, Python, SQL and Excel; Git/Jupyter a plus.

Responsibilities

• Define and execute credit risk modelling and data asset strategy.
• Lead in-house credit risk data assets and modelling capability.
• Build a high-performing data science/modelling team.
• Collaborate with Line 1/2 risk, model validation, data, technology and architecture teams.
• Shape modelling and data landscape using modern platforms.

Skills

Credit risk modelling

Model validation

IRB provisioning

Scorecard models

APRA standards

IFRS9

Tools

SAS

R

Python

SQL

Excel

Git

Jupyter

Job description

Westpac in Sydney is seeking a Service Owner, Advanced Credit Risk Modelling & Data to define and execute the consumer finance credit risk modelling and data asset strategy. You will build and lead a high-performing team of data scientists and modellers to develop market-leading models and data assets.

The role collaborates with risk, validation, data, technology and architecture teams to shape the modelling and data landscape, leveraging modern platforms and analytics to deliver better customer