Credit Risk Modelling Leader

2 days ago

Sydney, New South Wales, Australia beBeeQuantitative Full time $180,000 - $240,000

**Job Title:** Lead Quantitative Modelling Expert

We are seeking an experienced quantitative modelling professional to lead our team in developing and implementing credit risk stress testing frameworks.

The ideal candidate will have a strong background in mathematical and statistical modelling, with experience working with tools such as SQL, SAS, R, and Python. You will be responsible for designing and delivering stress testing frameworks, including those for emerging risks like climate change.

You will also lead the monthly collective provisioning process, ensuring our models are robust and insightful. Collaboration is key in this role, as you will work closely with teams across Business, Finance, and Risk, as well as with external stakeholders.

The successful candidate will have at least 8 years of experience in similar roles, with a deep understanding of credit risk, stress testing, and collective provisioning. You will be a confident communicator who can explain complex concepts to non-technical stakeholders.

Key Responsibilities:

  • Develop and implement credit risk stress testing frameworks
  • Lead the monthly collective provisioning process
  • Collaborate with cross-functional teams and external stakeholders
  • Design and deliver training programs for analysts

Requirements:

  • Strong background in mathematical and statistical modelling
  • Experience working with tools such as SQL, SAS, R, and Python
  • At least 8 years of experience in similar roles
  • Deep understanding of credit risk, stress testing, and collective provisioning

Benefits:

  • Flexible working arrangements
  • Discounted financial products
  • Salary sacrificing options
  • Paid parental leave
  • Purchase additional annual leave
  • Discounted private health insurance plan
  • Employee Assistance Program (EAP)

About Us:

We are a dynamic organisation committed to diversity and inclusion. We value and leverage difference to create new possibilities. Our inclusive vision is to foster a workspace that values and reflects the customers and communities we serve.

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