Quant jobs / Westpac

Service Owner – Credit Risk Models and Data

A leadership role setting up an in-house credit risk modelling and data capability for the consumer finance business. The hire builds a team of data scientists and modellers and works with first and second line risk, validation and technology.

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.

Set the modelling and data strategy for consumer credit risk
Build and lead a team developing credit risk models and data assets
Deliver IRB, provisioning and scorecard models with reusable frameworks
Work with model validation, monitoring and technology teams on platforms
Influence stakeholders on modelling standards

What they ask for

Required

Track record leading change
Credit risk modelling or validation experience including IRB, provisioning and scorecards
Advanced knowledge of credit risk, APRA standards, Basel and IFRS 9
SAS, R, Python, SQL and Excel
Stakeholder management

Preferred

Git
Jupyter

Education: No degree level stated
Experience: Extensive experience in credit risk modelling or validation, with team leadership
Languages and tools: SAS
R
Python
SQL
Excel
Markets: credit

How to prepare

Learn the IRB approach and how PD, LGD and EAD models get approved
Build a scorecard and an IFRS 9 provisioning example end to end
Study modelling data assets: feature stores, lineage and reuse
Practise explaining model choices to non-technical decision makers

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 Westpac’s site before applying: requirements, location and pay can change after we check them.

View the posting on Westpac’s site ↗

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