A great role for a financial modelling, analytics and data professional to join the credit risk function of a leading financial services provider.

Key Responsibilities:

Independently validate and monitor scorecard models for retail lending, ensuring data quality, sound methodologies, and performance alignment with business objectives.

Validate and monitor AASB 9 models via back-testing and stress testing to ensure accuracy and reliability.

Manage the monthly production of credit loss forecasts and deliver analytical insights and reports to senior management.

Provide effective Line 2 challenge and oversight, ensuring credit risk models meet governance standards and adapt to product or market changes.

Contribute to the improvement of model risk management frameworks and processes.

Engage with Line 1 stakeholders and external auditors on credit risk model governance matters.

Support credit performance monitoring across lending portfolios.

Conduct ad hoc analytics to evaluate portfolio trends, identify risks, and assess credit performance drivers.

Provide analytical input for strategic projects, including new product launches and portfolio acquisitions.

Deliver high-quality, timely credit reporting and recommendations to support business decisions.

Apply strong problem-solving skills to design, execute, and integrate analytics into business strategies.

Key Requirements

Bachelor's degree in Engineering, Finance, Physics, Actuarial Studies, Mathematics, Economics, or a relevant discipline.

CFA, FRM, or MBA qualification.

Excellent communication and interpersonal skills for effective stakeholder engagement.

7+ years of experience in developing/validating AI/ML-based credit models

Advanced proficiency in Python and SQL

Experience in Credit Risk Analytics, including PD/EAD/LGD models and roll rate analysis.

Skilled in data visualization tools such as Microsoft Power BI and Tableau.

Understanding of data warehouse management.