How will I help?  As a Credit Risk Model Validation specialist, you will work in an independent validation team with an enterprise-wide impact. This role sits within the Model Risk team and provides oversight, insight and control to retail and non-retail credit risk models. 

**Some of the key accountabilities are: ** 

• Working in a team that provides insight, oversight and control in relation to retail and non-retail credit risk models, including A-IRB (PD/EAD/LGD), scorecards, provisioning and stress testing. 
• Performing independent validations to challenge a model’s methodology, scope of application, development, monitoring and data whilst ensuring it meets internal policy and regulatory requirements. 
• Producing clear, concise, and insightful independent assessment reports and socialise the results to key stakeholders.

What’s in it for me?  You’ll play a significant part of the future of a business that has been around for over 200 years. Our purpose is to create better futures together. So, we’ll back you in the development of your career, internal career prospects, and flexible working. You’ll also keep learning to grow your career, backed by a fantastic team of people with a can-do, supportive structure. Whatever shape your family takes, we offer generous paid and unpaid parental leave for your nominated primary and support carers. This includes leave to organise adoptions, surrogacy, and foster care arrangements. And we continue to pay your super contributions while you take all the time you need to get your new family settled.    What do I need?  You will have relevant experience in a similar role and be an experienced mathematical, statistical modeller with a proven background in retail and/or non-retail credit risk modelling or model validation covering Internal Ratings Based (IRB), provisioning and scorecard models. Tertiary qualifications in actuarial, mathematics, statistics, econometrics, or other related quantitative discipline will help you succeed. 

You will be a great problem-solver, with a proven ability to deliver the best possible results for the organisation, showing determination, resourcefulness, and a sense of purpose in achieving this as well as have advanced knowledge of SAS, R, Python, SQL, and Excel in data analytics, modelling and visualisation. 

Your demonstrated experience in stakeholder management and ability to communicate with influence coupled with excellent written and interpersonal communication skills, particularly the ability to explain complicated issues in an efficient and effective manner, will see you succeed in this role. Experience with AI/ML and stress testing modelling will be advantageous.