Senior Analyst - Credit Risk (Model Validation)

Role Overview: You should have at least 4+ years of professional experience in quantitative risk management at a bank or consulting firm. A strong quantitative background is necessary for this role. Key Responsibilities: - Ensure the credit risk models (Credit IRB - PD, EAD & LGD, Credit Decisioning, and Credit Provisioning) are suitable for their intended purposes. - Support the periodic validation of credit models in production and oversee validation of all new models and model changes. - Conduct model risk management activities for ongoing model management at NAB. - Identify opportunities for business improvements related to models. - Provide model risk advisory services to the business by independently reviewing and challenging existing models. - Offer advice on various tasks or problems based on expertise and judgment. Qualification Required: - Demonstrate a solid understanding of model risk. - Have experience in developing or validating statistical models either academically or in a professional role. - Possess strong computer literacy, including familiarity with Excel, SAS, SQL, R, and Python. - Prior knowledge of quantitative credit, including default and loss modeling. - Be aware of or familiar with the Basel II Accord. - Have financial and numerical literacy.,