Credit Risk Modeller

Sydney, Australia
Apr 01, 2023
Apr 15, 2023
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
Credit Risk Modeller (38307)
  • Permanent
  • Location: Sydney, Melbourne, Brisbane
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 of creating 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?

You should have strong mathematics and statistical background and analytical skills.

You should be inquisitive and have good attention to detail and clear communication skills.

You should have exposure to SAS, Python, SQL, R, Matlab analysis tools.

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. With us you'll discover new ways of working, and an exciting range of roles to showcase your skills. As an equal opportunity employer, we're proud to have created a culture where people can be their best, in an environment that values diversity and flexibility and one where everyone belongs.

How do I apply?

Start here. Just click on the APPLY button.

As part of our commitment to creating a diverse and inclusive workplace, 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 an adjustment is required to assist you during our recruitment process, please email

Do you need reasonable adjustments during the recruitment process?

At Westpac we are committed to providing a supportive culture and creating inclusive and accessible workplaces, branches, products and services for our customers, employees, and community.

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 1.2 or email
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