Senior Credit Risk Modeller/ Manager

• Sydney, Brisbane or Melbourne
• Market leading daily-rate on offer
• Hybrid working environment

Senior Credit Risk Modeller – IFRS 9 (PD/LGD/EAD)

Sydney, Brisbane or Melbourne | Hybrid | Leading financial services group

Are you a credit risk modelling specialist who enjoys solving complex problems, challenging assumptions and delivering models that genuinely influence portfolio outcomes?

An exciting opportunity is available for an experienced IFRS 9 Modeller to play a key role in managing and enhancing predictive credit risk models across major portfolios, supporting provisioning and regulatory compliance.

This role sits within a high-performing analytics team where technical rigour, governance, and real-world application come together — and where your work will directly support critical decision-making at group level. You will do this by joining a collegiate team responsible for supporting the IFRS 9 re-build project.

This is an initial 8 month daily-rate contract with the possibility of extension or to be transferred onto one of many other long-term contracts to support multiple Credit Risk initiatives across the institution.

Responsibilities:

• Deliver predictive modelling and analytics supporting IFRS 9 provisions
• Own and enhance key PD, LGD and EAD models, including model performance monitoring
• Ensure models meet governance standards and align to regulatory and internal policy requirements
• Execute validation activities, monitoring, recalibration and documentation
• Drive continuous improvement by researching new methodologies and challenging existing approaches
• Partner closely with stakeholders across risk, product and analytics to ensure models are fit for purpose
• Work with data/system teams to ensure efficient and reliable model data pipelines (warehouse → modelling → production)
• Support audit activities, responding to findings and maintaining strong model risk ratings
• Contribute to credit scorecard development, innovation, monitoring and uplift opportunities

Requirements:

• Excellent tertiary qualifications in an Applied Mathematical discipline e.g. Engineering, Physics, Actuarial etc.
• At least 3 years' experience within a Quantitative Analytics function with a focus on Credit Risk
• Strong exposure to PD, LGD, EAD and/ or ECL models
• Exposure to IFRS 9 (advantageous)
• Technical proficiencies in SAS, R, Python or equivalent

For further information about these positions, please contact Olivia on 0409 356 856, email your CV to [email protected] or simply click APPLY.

Consultant

[email protected]

Reference number: 375-69039229
Profession:Data & AnalyticsFinancial Risk Management & Quantitative Analytics

Company: Bluefin Resources
Date posted: 21st Jan, 2026