Senior Credit Risk Modeller
Ethos BeathChapman • Australia, New South Wales • Posted June 09, 2026
About the Role
Job Details
Location Sydney Salary $120000 - $150000 per annum Job Type Ref BH-157861 Contact Posted over 5 years agoRole Purpose
A new team is being created in the centralised Risk Analytics Business Unit, to support the Credit Risk Modelling for a Tier-1 Consumer Bank and all its affilicated brands.
Major Accountabilities / Responsibilities
Working as a team, responsible for the assessment, development and/or recalibration of IRB credit risk models (PD, LGD, EAD) across the Group
Develop the predictive models in the context of Basel III
Navigate through various platforms, source and extract data for analysis and quality checks, to ensure data is suitable and robust for modelling purposes.
Ensure that all modelling processes, decisions and outcomes are appropriately documented
Effectively communicate and collaborate with the broader Basel III project an...