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