As a Snr Quant within Model Risk, you will be part of an independent validation function responsible for providing oversight, insight, and governance across both retail and non-retail credit risk models.

In this role, you will carry out independent validations of a range of models, including A-IRB frameworks (PD, LGD, EAD), scorecards, provisioning models, and stress testing methodologies.

What you’ll bring:
Demonstrated experience in credit risk modelling or independent model validation, including exposure to IRB models, provisioning, scorecards, or stress testing
Solid knowledge of credit risk frameworks and regulatory requirements such as APRA, Basel, and IFRS 9
Strong quantitative and statistical skills, with the ability to apply modelling techniques in real-world risk environments
Proficiency in programming languages such as SAS, R, Python, and/or SQL, along with advanced Excel skills for analysis and reporting
Excell...