Senior Credit Risk Modeller / / IFRS9 experience

4 days ago Be among the first 25 applicants

This range is provided by Talent. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more.

Base pay range

A$850.00 / daily - A$950.00 / daily

Senior Recruitment Consultant (Tech & Business) at Talent

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

Seniority level

• Mid‑Senior level

Employment type

Job function

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