Senior Quantitative Modeller

4 days ago

Melbourne, Victoria, Australia beBeeQuantitative Full time $180,000 - $240,000
Enterprise Model Validator

Seeking an experienced Enterprise Model Validator to join our team in Enterprise Model Validation. This key role will be responsible for validating high material models used in the bank, identifying business improvements, and providing model risk advisory services.

Key Responsibilities:

  • Validation of high material models used in the bank, including stakeholder/model owner engagement, writing of validation reports, assigning validation ratings, and negotiating remedial actions.
  • Identification of business improvements related to models.
  • Opportunity to provide a model risk advisory role to the business and add value through independent review and challenge of existing models.
  • Production of regular validation information to the Group Model Risk Committee regarding model performance.
  • Support the pipeline of model validation activity.
  • Assist with engagement to senior management, regulators, professional bodies, and other interested stakeholders on the performance of enterprise models.
  • Support/coaching of/sharing of knowledge with team members as required.

Requirements:

  • 7+ years' experience in financial risk, including both risk management and quantitative modelling (preferably within the banking sector).
  • A strong quantitative background is a prerequisite.
  • Hold a graduate degree (preferably Masters or PhD) in a quantitative field such as Financial Engineering, Applied Finance/Statistics/Mathematics, and Computational Finance.
  • Experience in development or validation of statistical models either through academic or 'on the job' role.
  • Demonstrate deep understanding of the regulatory environment.
  • Be familiar with development and implementation of risk models (vendor or 'in-house' models) for a variety of lending products.
  • Strong computer literacy is essential, familiarity of Excel/SAS/SQL/R/Python.
  • Strong analytical capability and experience.
  • Good communication skills both written and verbal.

About Us

We are committed to building a culture based on trust and respect. An uplifting environment where every single one of us feels appreciated and empowered to be our true, authentic selves. A diverse and inclusive workplace where our differences are celebrated, and our contributions are valued.

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