Manager, Wholesale Credit Risk ModellingManager, Wholesale Credit Risk Modelling prospect in a leading Australian bank.Global Financial Services GroupMarket leading bonus on offerHybrid and Flexible Working ArrangementsThis 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 opportunity 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 ResponsibilitiesPartner with the Head of Credit Loss Modelling to drive delivery and shape the strategic direction of the teamLead the development, enhancement, and ongoing maintenance of Credit Risk modelsBuild and strengthen the model governance framework, including all underlying components required to meet internal and regulatory standardsManage interactions with 2nd line risk, internal and external audit, and regulators on all matters relating to credit model governanceEngage and manage senior stakeholders across key modelling projects, communicating complex quantitative concepts with clarity and impactMonitor model performance and drive continuous improvement across modelling methodologiesSkills and ExperienceAdvanced academic background in aquantitative disciplinesuch as Mathematics, Statistics, Actuarial Science, Engineering or Computer ScienceAt least 4 years' experience within a Quantitative role with exposure to thedevelopment or validation of Credit Risk ModelsStrong exposure to wholesale Credit ModelsTechnical proficiencies inPython, R, SAS or equivalent
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📌 Manager, Wholesale Credit Risk Modelling (New South Wales)
🏢 Bluefin Resources
📍 New South Wales