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Senior Manager, Credit Risk Modelling

Bluefin Resources

Job Description


  • Generate insights for Credit Portfolios through the build of PD, LGD & EAD model using R & Python
  • Assess the business impact of the models including changes to the Expected Loss, Capital & Risk Weighted Assets as a result of model development, improvement and/or refreshes
  • Thorough documentation of modelling process & results
  • Challenge (where necessary) model results and methodology to ensure best-in-practice processes
  • Manage and mentor direct reports and other more junior incumbents of the broader team
  • Co-ordinate with major stakeholders including Data resources and the Validation team


  • At least 7 years' experience within a Credit Risk Quantitative team e.g. Credit Risk Modelling, Validation, Scorecard Development, Model Risk etc.
  • Excellent tertiary qualifications in an Applied Mathematical Discipline e.g. Mathematics, Physics, Statistics, Engineering etc.
  • Strong programming capabilities in R, SAS, Python or equivalent.

For further information about this position please contact Olivia on 0409 356 856 or simply click APPLY.

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