Snr Quant Analyst - Credit Models
Ethos Beath Chapman - Australia ·www.ethosbc.com
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As a Snr Quant within Model Risk, you will be part of an independent validation function responsible for providing oversight, insight, and governance across both retail and non-retail credit risk models.
In this role, you will carry out independent validations of a range of models, including A-IRB frameworks (PD, LGD, EAD), scorecards, provisioning models, and stress testing methodologies.
What you’ll bring:
Demonstrated experience in credit risk modelling or independent model validation, including exposure to IRB models, provisioning, scorecards, or stress testing
Solid knowledge of credit risk frameworks and regulatory requirements such as APRA, Basel, and IFRS 9
Strong quantitative and statistical skills, with the ability to apply modelling techniques in real-world risk environments
Proficiency in programming languages such as SAS, R, Python, and/or SQL, along with advanced Excel skills for analysis and reporting
Excellent written communication skills, with the ability to deliver clear validation documentation and explain complex concepts to senior stakeholders
Strong analytical thinking, curiosity, and the confidence to challenge assumptions and provide independent viewpoints
Must have PR or Citizenship.
Sydney is the preference but can look at Melbourne also for someone who ticks ALL the boxes.
For further information on this role or to confidentially apply, please contact Rupinder Kandola on rupinderk@ethosbc.com.au or apply directly via the Apply for this job button. Only WORD FORMAT resumes will be accepted.
In this role, you will carry out independent validations of a range of models, including A-IRB frameworks (PD, LGD, EAD), scorecards, provisioning models, and stress testing methodologies.
What you’ll bring:
Demonstrated experience in credit risk modelling or independent model validation, including exposure to IRB models, provisioning, scorecards, or stress testing
Solid knowledge of credit risk frameworks and regulatory requirements such as APRA, Basel, and IFRS 9
Strong quantitative and statistical skills, with the ability to apply modelling techniques in real-world risk environments
Proficiency in programming languages such as SAS, R, Python, and/or SQL, along with advanced Excel skills for analysis and reporting
Excellent written communication skills, with the ability to deliver clear validation documentation and explain complex concepts to senior stakeholders
Strong analytical thinking, curiosity, and the confidence to challenge assumptions and provide independent viewpoints
Must have PR or Citizenship.
Sydney is the preference but can look at Melbourne also for someone who ticks ALL the boxes.
For further information on this role or to confidentially apply, please contact Rupinder Kandola on rupinderk@ethosbc.com.au or apply directly via the Apply for this job button. Only WORD FORMAT resumes will be accepted.
Frequently asked questions
Who is hiring for the Snr Quant Analyst - Credit Models role?
Ethos Beath Chapman - Australia is hiring for the Snr Quant Analyst - Credit Models position, a Shazamme client. Apply directly on the employer's career site.
Where is the Snr Quant Analyst - Credit Models job located?
The Snr Quant Analyst - Credit Models role with Ethos Beath Chapman - Australia is based in Sydney, NSW, AU.
What does the Snr Quant Analyst - Credit Models role pay?
Ethos Beath Chapman - Australia lists the Snr Quant Analyst - Credit Models role at AUD 135,000–145,000 per year.
Is the Snr Quant Analyst - Credit Models role full-time or contract?
This is a full time position at Ethos Beath Chapman - Australia.
What experience level is the Snr Quant Analyst - Credit Models role?
The Snr Quant Analyst - Credit Models position is aimed at senior-level candidates.
How do I apply for the Snr Quant Analyst - Credit Models role at Ethos Beath Chapman - Australia?
Apply directly on Ethos Beath Chapman - Australia's career page via the Apply button on this listing. ZammeJobs links straight through to the employer's ATS — no third-party form, no resume database.