Senior Quantitative Analyst: Credit Model Risk

Senior Quantitative Analyst

• Leading Bank
• Permanent Role
• Model Risk Team

The Company

Major player in the Australian banking sector, driven by a mission to be the most trusted financial partner for their client base. They prioritize a premier employee experience, fostering a culture where professional development and personal well-being go hand-in-hand.

The Role

In this position, you will act as a critical check and balance for the bank's lending models. You will transition away from model building to focus on high-level independent scrutiny and governance.

• Model Deconstruction: You will rigorously audit the logic, data sources, and mathematical foundations of PD, LGD, and EAD models.

• Regulatory Compliance: Your work ensures that the bank's internal systems align with strict APRA, Basel, and IFRS 9 requirements.

• Advisory & Reporting: You will translate intricate technical findings int...