Credit Risk Manager - Stress Testing

• Help build and embed a new in‑house stress‑testing model monitoring capability across non‑retail credit portfolios.
• Join a collaborative risk team where hands‑on technical work, stakeholder influence and career growth go together.
• Use R, Python and SQL to turn model‑performance data into clear, decision‑ready insight.

You'll join the IB&M Risk Credit Portfolio team within Risk Management. The team delivers stress testing, IFRS 9 provisioning, risk projects and process improvements, working with stakeholders across the business, Risk Management and model validation teams in Australia and offshore.

• Help develop and implement an in‑house stress‑testing model monitoring capability.
• Support the deployment of monitoring for existing internal stress‑testing models across non‑retail portfolios.
• Provide ongoing monitoring and performance assessment of stress‑testing models once live.
• Apply credit risk modelling used for stress testing and provisioning to inform monitoring outcomes.
• Run hands‑on data analysis in R or Python to assess model performance.
• Query and manipulate data using SQL to support monitoring and reporting.
• Engage business and risk stakeholders, translating findings into practical insight and presenting to senior forums.
• Contribute to delivery milestones and checkpoints across the project lifecycle.

Bring strong quantitative judgement, curiosity and the ability to connect technical analysis with business decisions. We know great candidates may not meet every requirement listed below, so if you believe your experience could add value, we'd still like to hear from you.

• Have experience in credit risk modelling, ideally applied to stress testing or provisioning.
• Bring practical, hands‑on data analysis capability.
• Are proficient in R or Python for analysis.
• Have strong SQL skills to query and manipulate data.
• Can demonstrate proven stakeholder engagement and communication skills, including with senior audiences.
• Have knowledge of credit risk management, risk concepts and processes; non‑retail portfolio experience is advantageous.
• Work well to defined checkpoints and delivery timelines.

If this opportunity excites you, we'd love to hear from you. Apply today.