Associate Director Credit Validation

You lead independent validation of IRB, IFRS9, and credit decisioning models. You assess rating philosophies, data quality, calibration, and performance across economic conditions; oversee model performance throughout the credit lifecycle; challenge outcomes; connect validation conclusions to capital and risk-weighted asset outcomes; support remediation; and act as a technical authority on credit model validation.

Responsibilities

• Lead independent validation of IRB, IFRS9, and credit decisioning models
• Assess rating philosophies, data quality, calibration, and model performance
• Oversee model performance validation across the credit lifecycle
• Provide credible challenge where outcomes diverge from expectations and risk appetite
• Connect validation conclusions to capital usage and risk-weighted asset outcomes
• Partner with model owners on remediation
• Act as a technical authority on credit model validation
• Support regulatory reviews and supervisory engagement

Requirements

• Experience in banking or financial services
• Model development or validation experience
• Credit risk experience
• Quantitative modelling experience
• Governance experience
• Statistical modelling
• Economic modelling
• Python
• SAS
• Stakeholder engagement
• Influencing
• Understanding of credit decisions, capital, provisioning, stress testing, and scenario analysis
• Written communication
• Strategic thinking
• Resilience
• Autonomy

Benefits

• Enhanced leave options
• Wellbeing support
• Access to NAB Perks
• Career development opportunities