Quantitative Modelling Leadership Position

1 week ago

Sydney, New South Wales, Australia beBeeLeadership Full time

Our organization is seeking a visionary leader to head our Risk and Analytics division. As a Senior Quantitative Modelling Manager, you will be responsible for shaping the future of credit risk stress testing and collective provisioning across all our portfolios.

This role involves designing and delivering stress testing frameworks, including those for emerging risks like climate change. You will lead the monthly collective provisioning process, ensuring that our models are robust, insightful, and responsive to regulatory expectations. Collaboration is key in this role, as you will work closely with teams across Business, Finance, and Risk, as well as with external stakeholders such as auditors, regulators, and validators.

This is an ideal opportunity for someone who thrives in complexity, enjoys solving problems with data, and is passionate about making a meaningful impact in a highly regulated environment.

Key Responsibilities:
  • Design and deliver stress testing frameworks
  • Lead the monthly collective provisioning process
  • Collaborate with teams across Business, Finance, and Risk
Required Skills and Qualifications:
  • Deep expertise in credit risk, stress testing, and collective provisioning
  • Strong foundation in mathematical and statistical modelling
  • Experience with tools such as SQL, SAS, R, Python, and version control platforms like Git or Bitbucket
Benefits:
  • Flexible working arrangement
  • Discounted financial products
  • Salary sacrificing options
  • Paid parental leave
  • Access to employee network groups

We value diversity and inclusivity in our workplace. We encourage applications from Aboriginal and Torres Strait Islander People, people of all backgrounds, gender and expressions, sexualities, cultures, bodies, and abilities.

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