Global Financial Services Group Market leading bonus on offer Hybrid and Flexible Working Arrangements Manager, Wholesale Credit Risk Modelling opportunity in a leading Australian bank.
Global Financial Services Group Market leading bonus on offer Hybrid and Flexible Working Arrangements This position is based in Sydney and has a 3 day per week office requirement.
This position sits within the Risk Management Group and reports to the Head of Credit Loss Modelling.
An chance has arisen for an experienced quantitative professional to join a Credit Modelling team in a pivotal leadership capacity, taking responsibility for Credit Risk Capital Models across the organisation.
This role combines hands-on model development with strategic direction-setting, senior stakeholder engagement, and robust model governance.
The successful candidate will lead the development and maintenance of credit models while building out the governance framework required to satisfy 2nd line, internal and external audit, and regulatory expectations.
You will be joining a global team operating across 30 markets, empowered to shape the direction of a high-performing function within an organisation with an unbroken track record of profitability spanning more than five decades.




Key Responsibilities Partner with the Head of Credit Loss Modelling to drive delivery and shape the strategic direction of the team Lead the development, enhancement, and ongoing maintenance of Credit Risk models Build and strengthen the model governance framework, including all underlying components required to meet internal and regulatory standards Manage interactions with 2nd line risk, internal and external audit, and regulators on all matters relating to credit model governance Engage and manage senior stakeholders across key modelling projects, communicating complex quantitative concepts with clarity and impact Monitor model performance and drive continuous improvement across modelling methodologies Skills and Experience Advanced academic background in a quantitative discipline such as Mathematics, Statistics, Actuarial Science, Engineering or Computer Science At least 4 years' experience within a Quantitative role with exposure to the development or validation of Credit Risk Models Strong exposure to wholesale Credit Models Technical proficiencies in Python, R, SAS or equivalent For further information about these positions, please contact Olivia on ************, email your CV to ****** or simply click APPLY.
Consultant ****** Reference number: ************ Profession:Data AnalyticsFinancial Risk Management Quantitative Analytics Company: Bluefin Resources Date posted: 27th Jul, ****

📌 Manager, Wholesale Credit Risk Modelling (New South Wales)
🏢 Bluefin Resources
📍 New South Wales