Manager, Credit Models
AI
Manager, Credit Models role at Westpac's Model Risk team, providing independent oversight and challenge across retail and non-retail credit risk models. Requires strong experience in credit risk modelling or independent model validation, advanced knowledge of credit risk and relevant standards, and strong quantitative skills. This is a 12-month parental leave cover, full-time, based in Sydney, Melbourne, Brisbane or Adelaide.
What you'll do
- Provide independent oversight and challenge across retail and non-retail credit risk models
- Assess model methodology, application, code, data and documentation
- Turn complex findings into clear, insightful assessments for key stakeholders
What you need
Must-have
Credit risk modellingIndependent model validationIRBProvisioning scorecard modelsCredit riskAPRA prudential standardsBaselIFRS9
Soft skills
CommunicationProblem solvingDelivery skillsInfluence stakeholders
Credit RiskModel RiskBankingFinancial ServicesModel ValidationIRBIFRS9APRASydneyParental Leave Cover