Manager, Credit Models
Core
Provide independent oversight and challenge across retail and non-retail credit risk models, including AIRB (PD/EAD/LGD), scorecards, provisioning, and stress testing.
Role type
Manager, Model Risk Validation
Builds
Independent assessments of model methodology, application, code, data, and documentation for key stakeholders
Domain
Banking / Credit Risk / Regulatory Compliance
Deliverable
production ML models
Required skills
Credit risk modelling, Independent model validation, IRB methodologies, Provisioning, Basel standards, IFRS9, APRA prudential standards, Quantitative analysis, SAS, R, Python, SQL, Excel
Technologies
SAS, R, Python, SQL, Excel
Responsibilities
Assess model methodology, application, code, data, and documentation; Turn complex findings into clear, insightful assessments for key stakeholders; Manage validation activities; Share technical expertise with team members
Seniority
Manager, hands-on IC
