In this role you will lead the development, validation and ongoing enhancement of a broad suite of credit risk models, including credit scoring, impairment, stress testing and collections models, ensuring they remain robust, effective and fit for purpose. You will oversee compliance with key regulatory frameworks and internal governance requirements, including IRB, IFRS 9 and ICAAP, while driving best practice across the modelling lifecycle.
As a people leader, you will mentor and develop a high-performing team of quantitative and risk modelling specialists, fostering a culture of technical excellence and continuous improvement. Working closely with senior leaders and business stakeholders, you will translate complex analytical insights into clear, actionable recommendations that support informed decision-making. You will also play a key role in shaping the future direction of the bank’s credit risk modelling capabilities, providing strategic advice and balancing risk and reward to deliver strong business outcomes.
Job description provided by Macquarie Group.
View the original posting
