Senior Quantitative Analyst, Credit Models

Job Description

Create your best future and join Westpac as a Senior Quantitative Analyst, Credit Models
 
What’s the role? 
 
You’ll join our independent Model Risk validation team and play a key role in how credit risk models are governed across the Group. You’ll be working at the centre of an evolving modelling landscape, where the use of models continues to grow alongside advances in AI. As this growth accelerates, so does the importance of robust validation and oversight.
 
In this role, you’ll perform independent validations across IRB models, scorecards, provisioning and stress testing. You’ll challenge model methodology, assumptions, data, code and documentation, and produce clear validation reports that influence senior stakeholders.
 
You’ll be part of a team with a strong training mindset where learning is encouraged and growth is supported. This ...