Senior Manager | Credit Risk & AI Model Assurance | Sydney at Deloitte Services Pty Ltd | New South Wales, AUS | Rezi

Senior Manager | Credit Risk & AI Model Assurance | Sydney at Deloitte Services Pty Ltd

Senior Manager | Credit Risk & AI Model Assurance | Sydney

Deloitte Services Pty Ltd · New South Wales, AUS

5 days ago

Senior Manager | Credit Risk & AI Model Assurance | Sydney

Deloitte Services Pty Ltd · New South Wales, AUS

5 days ago
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About the Role

Join Deloitte's Assurance practice as a Manager or Senior Manager in Melbourne or Sydney, where you'll use your quantitative risk expertise to help financial institutions respond to regulatory change and build confidence in credit and AI-driven decisions. Help shape Deloitte's AI risk assurance capability while leading complex credit risk modelling and validation work for major financial institutions. Tackle big issues like cyber, trust, resilience and digital transformation. Mentoring, coaching and leadership programs to help you make an impact that matters.

Responsibilities

  • Lead complex credit risk modelling and validation work for major financial institutions.
  • Develop, validate, and audit credit risk models across PD, LGD, and EAD models.
  • Assure AI and machine learning models used in financial risk management.
  • Lead validation activity, support model design, and help clients understand the impact of regulatory, accounting, and AI governance changes.
  • Work with senior leaders, quantitative specialists, and client teams on technically deep and evolving problems.
  • Focus on established modelling approaches, stress testing, black box techniques, explainability, bias testing, or assurance methodologies for advanced AI and agentic systems.
  • Lead work, mentor junior team members, and maintain quality across deliverables.

Requirements

  • Experience in credit risk model development, review, or validation across PD, LGD, and EAD models.
  • Exposure to validating or assuring AI/ML models used in financial risk or decision-making contexts.
  • Strong knowledge of regulatory capital, IFRS9, AI governance frameworks such as NIST AI RMF or ISO/IEC 42001, and the broader financial services risk landscape.
  • Experience in consulting or within a large financial institution solving complex modelling or risk problems.
  • Strong communication skills, with the ability to explain technical concepts clearly to different audiences.

Skills

  • Quantitative risk expertise
  • Credit risk modelling
  • Model validation
  • AI risk assurance
  • Statistics
  • Actuarial studies
  • Engineering
  • Mathematics
  • Stress testing
  • Climate-related credit modelling
  • Machine learning
  • NLP
  • Explainability
  • Bias detection
  • Robustness testing
  • Building AI and agentic tools for modelling and validation

Location

  • Melbourne
  • Sydney

Work Type

  • Hybrid

Experience Level

  • Manager
  • Senior Manager

Education Level

  • A background in statistics, actuarial studies, engineering, mathematics or another quantitative discipline

Benefits

  • Retail discounts
  • Wellbeing leave
  • Paid volunteering days
  • Twelve flexible working options
  • Market-leading parental leave and return to work support package

About the Company

  • Deloitte's Assurance practice helps clients build trust in their decisions, controls, and reporting.
  • The credit risk and quantitative modelling team works with financial institutions on model development, validation, and monitoring across traditional and AI-enabled risk models.
  • The team brings together technical rigour, regulatory insight, and real commercial relevance, with a growing focus on how AI governance and model assurance will shape the future of financial risk.
  • At Deloitte, we focus our energy on interesting and impactful work.
  • We're always learning, innovating and setting the standard; making a positive difference to our clients and our society.
  • We put coaching at the heart of what we do, helping our people grow their careers in any direction – whether it be up, moving into something new, or even moving across the world.
  • We embrace diversity, equity and inclusion.
  • We have a diverse collection of people from different backgrounds, with different experiences, gender identities, abilities and thinking styles.
  • What binds us together is a shared commitment to value everyone's perspective and to cultivate inclusion; so that our work environment is a safe space we can all belong.
  • We value in-person connection with our clients and our colleagues.
  • We offer several ways for you to work flexibly so that you can serve your clients, stay connected with your team, and manage your personal priorities.
  • We help you live and work well.

Equal Opportunity

  • We embrace diversity, equity and inclusion.
  • We have a diverse collection of people from different backgrounds, with different experiences, gender identities, abilities and thinking styles.
  • What binds us together is a shared commitment to value everyone's perspective and to cultivate inclusion; so that our work environment is a safe space we can all belong.