Senior Credit Risk Modeller // IFRS9 experience

  • Australia
  • Sydney
  • Contract
  • AU$850 - AU$950 per day

Our client is seeking an experienced Senior Credit Risk Modeller to join their Risk Analytics team. The successful candidate will play a key role in developing, validating, and maintaining credit risk models in line with IFRS 9 requirements. This role requires strong technical expertise in statistical modeling, SAS programming, and regulatory knowledge.

Responsibilities:

  • Develop and implement credit risk models including Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) in accordance with IFRS 9.

  • Conduct model validation, back-testing, and stress testing to ensure model accuracy and compliance.

  • Perform data analysis and manipulation using SAS, SQL, and other analytical tools.

  • Collaborate with business stakeholders to understand data sources, model requirements, and regulatory expectations.

  • Prepare comprehensive documentation and reports for internal governance and regulatory submissions.

  • Support credit risk management initiatives, including portfolio analytics, risk forecasting, and impairment calculations.

  • Mentor junior analysts and provide guidance on best practices in credit risk modelling.

Requirements:

  • Extensive experience in credit risk modelling within a banking or financial services environment.

  • Strong knowledge of IFRS 9 accounting standards and impairment methodologies.

  • Advanced proficiency in SAS; experience with SQL, R, or Python is advantageous.

  • Solid understanding of statistical and econometric modeling techniques.

  • Experience in model validation, regulatory reporting, and stress testing.

  • Strong analytical, problem-solving, and communication skills.

  • Experience with IRB or Capital Modelling – Nice to have

If you think you have the above skills and experiences, click the ‘Apply’ button or send your resume to alex.nguyen@talentinternational.com

Apply now

Submit your details and attach your resume below. Hint: make sure all relevant experience is included in your CV and keep your message to the hiring team short and sweet - 2000 characters or less is perfect.