Senior Modeller, Credit Risk Models
Westpac Group · Sydney, Sydney Region
Salary not listed · Full-Time · Posted just now
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About the job
Description Create your best future and join Westpac as a Senior Modeller, Credit Risk Models What’s the role? As a Senior Modeller within Credit Risk Models, you’ll develop, maintain and enhance predictive models supporting Westpac’s credit risk and provisioning outcomes, with a strong focus on International Financial Reporting Standard 9 (IFRS 9). You’ll work across Probability of Default (PD), Loss Given Default (LGD) and Exposure at Default (EAD) models, covering model development, performa…
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