Description

Key Skills: Python, R, SAS, SQL, Credit Risk Modeling, Model Validation, Basel Regulations, Machine Learning, Data Analysis, Statistical Modeling

Good to Have Skills: Experience with APRA regulations on IRB, IFRS9 and stress testing. Expertise in using Jupyter notebooks or R-markdown, GitHub. Working knowledge of copilot, GPT, Claude and other AI tools. Strong written and verbal communication skills with ability to interpret and report complex material to various stakeholders.

Roles & Responsibilities:

• Perform validation activities assessing data quality, modelling methodologies, model performance and regulatory compliance across the model lifecycle including new models and ongoing post-implementation fit-for-purpose reviews.
• Engage proactively with stakeholders including internal audiences and forums comprising model developers, owners and monitors to communicate findings, risks, and recommendations effectively.
• Contribute to strategic transformation and continuous improvement in the validation function, streamlining workflows, uplifting validation methodologies, and enhancing the quality, consistency and efficiency of validation outcomes.

Experience Required: 3-6 years of credit risk model validation or development experience with demonstrated experience in end-to-end delivery of projects and sound communication and time management skills.

Education: Bachelor's degree or master's degree in engineering in Computer Science/Information Technology. Tertiary qualifications with above average academic achievements in quantitative disciplines such as mathematics, statistics and econometrics

Key Skills

Education

Any Graduate