Use your expertise to validate and improve credit risk models across a major Australian bank.

• Influence critical model risk decisions across retail and non-retail portfolios
• Work with high-performing leaders in a flexible, supportive team culture
• Competitive salary package

Role Overview:

This Sydney-based role sits within the organisation’s specialist Model Risk team, responsible for safeguarding the quality and reliability of credit risk models used across the business. The successful candidate will assess, validate, and challenge a wide range of credit models including A-IRB (PD/EAD/LGD), scorecards, provisioning, and stress testing.

Through technical expertise and strategic insight, you’ll help ensure the models meet regulatory standards and genuinely support sound credit decisions. You’ll also contribute to continuous model enhancement and build strong relationships with model owners and key stakeholders.

Skills & Experience:

• Technical proficiency in SAS, R, Python, SQL, and Excel
• Strong skills in data analytics, statistical modelling, and visualisation
• A tertiary qualification in mathematics, statistics, actuarial science, or a related discipline
• Demonstrated experience in credit risk modelling and validation
• Excellent communication skills with the ability to translate complex data into actionable insights
• A continuous improvement mindset and exposure to a range of credit model types (preferred)

What’s on Offer:

• Flexible work arrangements and additional leave options including Culture, Lifestyle and Wellbeing leave
• Employee banking benefits and discounts with major retailers
• Career development support through tailored learning programs