Modeller, Credit Risk

Job Description:
How will I help?
As a Credit Risk Modeller in the team will be responsible for the delivery of core predictive analysis, modelling and model performance activities for Westpac Group portfolios in the areas of credit capital modelling.
You will:

• Use your maths and statistics knowledge to develop Credit Risk models and solve problems
• Deliver detailed analysis of sensitive data and draw insights
• Provide recommendations to internal customers to assist them in achieving portfolio optimisation setting and Credit Risk management objectives
• Develop as a subject matter expert in the Credit Risk modelling domain

What's in it for me?
You'll play a significant part of the future of a business that has been around for 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 grown, 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?
The ideal candidate will possess a robust foundation in mathematics and statistics, complemented by sharp analytical capabilities. A curious mindset, exceptional attention to detail, and effective communication skills are essential. Experience with analysis tools such as SAS, Python, SQL, R, and Matlab is required.
Some other qualities which will be advantageous are:

• Experience with building Credit Risk models (e.g. PD, LGD, EAD)
• Experience with building statistical models
• Dealt with a variety of stakeholders
• Experience with manipulating large complex datasets
• Organised, efficient and hard-working

What is it like to work there?
We aim to provide one big, supportive team to help us achieve our purpose of creating better futures together. As well as competitive remuneration and a great culture, joining the Westpac family means you will get some of the best banking, wealth and insurance benefits in the market.
We back our employees by helping them work towards industry-recognised qualifications, using online learning, training modules and career planning tools for you to grow with us. We will even pay you to do volunteer or community work.
As an equal opportunity employer, we are proud to have created a culture and work environment that values diversity and flexibility - and champions inclusion.
How do I apply?
Start here. Just click on the APPLY and APPLY NOW button.
At Westpac we are committed to providing a supportive culture and creating diverse, inclusive, and accessible workplaces, branches, products and services for our customers, employees, and community. This role is open to experienced candidates seeking a discussion around workplace flexibility. We invite candidates of all ages, genders, sexual orientation, cultural backgrounds, people with disability, neurodiverse individuals, and Indigenous Australians to apply. If you have questions about the recruitment process, please email talentacquisition@westpac.com.au.
Do you need reasonable adjustments during the recruitment process?
We can provide reasonable adjustments for individuals with disability and/or neurodiversity. If you require an adjustment to be made during the recruitment process at any stage, please call 1800 655 592 Option 2.3 or email talentacquisition@westpac.com.au