Quant jobs / Preacta Recruitment

Senior Data Scientist - Credit Risk

Preacta recruits for an unnamed Australian lender. This scientist builds and monitors IFRS9 credit-impairment models and explains provisioning changes.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Calibrate PD, LGD and EAD models.
Backtest impairment and scenario assumptions.
Analyse lending portfolios and scorecards.

What they ask for

Required

IFRS9 ECL models
SQL
Quantitative programming
Reproducible workflows
Model documentation

Preferred

Consumer or secured lending
Australian lending regulations

Education: Relevant quantitative degree required; postgraduate study is a plus.
Experience: At least five years in relevant financial data science or credit analytics.
Languages and tools: SQL
Python
R
SAS
Markets: credit

How to prepare

Calibrate a default model.
Stress expected credit losses.
Explain provision movements by driver.

What to study

The Risk Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Preacta Recruitment’s site before applying: requirements, location and pay can change after we check them.

View the posting on Preacta Recruitment’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Preacta Recruitment and doesn’t handle applications.