Risk Manager- Portfolio Modelling

2 weeks ago

Melbourne, Australia Latitude Financial Services Full time

We’re Latitude, partners in money

In the pinstriped world of finance, we’re a refreshing change. Yes we work with credit cards, loans and digital payments - but what we really do is help people from all walks of life shop and live better.

As we open up this new world of payments, we’re taking our customers with us - and we need people as ambitious as we are to be part of this amazing wave.

Let’s talk about the role

As we transform into a platform-based company, we need you to help develop, maintain and advance quantitative models though the entire life cycle of each of our financial product.

As the Risk Manager of Portfolio Modelling, you’ll:
- Develop traditional portfolio risk models in line with established Model Governance framework and package model artefacts for deployment, including IFRS 9 models- Continue maintaining and improving strength and stability of existing suite of portfolio models, including provisioning, loss forecasting and stress testing.- Work closely with our Technology partners to identify and implement best in class practices for Portfolio Modelling, with a focus on ML methodologies to build and deploy explainable and robust models.- Uphold portfolio model governance across provisioning, forecasting and stress testing, including policies, standards, and procedures.- Perform ad-hoc analytics related to portfolio model development, monitoring and performance assessment, and provide key insights to business stakeholders.- Creation of modelling data sets for relevant portfolio models.

Who we’re after

You will have a curious and business outcome focused approach partnered with a problem-solving attitude. You will be a strong collaborator and be comfortable working with business stakeholders to identify and shape problems to be solved with data- A successful track record of developing and supervising the development of quantitative models in in Consumer Risk Management & Financial Industry (5 years +).- Strong commercial acumen along with in-depth experience throughout the credit life cycle, across several products.- Advanced programming skills in SAS, SQL, Python or R.- Advanced understanding of traditional portfolio modelling techniques (PD/LGD/EAD, Vintage, Roll Rate, etc.).- Strong understanding of relevant international and local accounting standards (IFRS9)

Sound like you?

That’s a good sign In return for your energy and ideas we offer genuine flexible family life / work balance e.g. adjusted days, hours. Health, well-being and social initiatives to help you feel great and connected, as well as our hugely popular extra week of leave program.

We always support a safe, healthy, engaging and productive working environment for all employees and workers, whether that be in your home an office or a combination of both.

We live and breathe our values. Act Right, Show Care, Be Curious.
- Successful applicants will be required to complete a background check (including criminal history and bankruptcy check) prior to commencement of employment. Only open to Australian or New Zealand Permanent Residents or Citizens_

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