Senior Quantitative Analyst, Credit Models

Job description

Create your best future and join Westpac as a Senior Quantitative Analyst, Credit Models What’s the role?: As a Senior Quantitative Analyst in Model Risk, you’ll work in an independent validation team that provides oversight, insight, and control across retail and non‑retail credit risk models. You’ll perform independent model validations covering A‑IRB models (PD, LGD, EAD), scorecards, provisioning and stress testing. Your focus will be on challenging model methodology, scope, assumptions, data, code, and documentation to ensure models meet internal standards and regulatory requirements. You’ll produce clear, well‑reasoned validation reports and engage directly with senior stakeholders to socialise findings, provide constructive challenge, and influence outcomes. This role offers strong exposure across the enterprise and opportunities to help influence modelling processes, tooling, and uplift initiatives. This is a permanent full-time role based in Sydney, with flexible and hybrid working available. What do I need?: (Experience with Git, Jupyter, or modern modelling toolchains is advantageous but not essential.) - Experience in credit risk modelling or independent model validatio...