Manager, Quantitative Modelling Manager, Quantitative Modelling …

Bank of Queensland
in Brisbane, Queensland, Australia
Permanent, Full time
Be the first to apply
Competitive
Bank of Queensland
in Brisbane, Queensland, Australia
Permanent, Full time
Be the first to apply
Competitive
Manager, Quantitative Modelling
  • Join ASX 100 finance leader!
  • Brisbane based role - Gasworks Newstead Office
  • Suits an experienced Quantitative Modelling Manager

About Us:
Join one of Australia's top 100 listed companies where we are passionate about providing opportunities for you to develop your career as we continuously adapt and deliver in a transformational and collaborative environment with a strong focus on community.
We support a flexible workplace and we are committed to an inclusive and diverse culture where differences are embraced!

About the role:
An opportunity has arisen to join a high performing Credit Risk Analytics team. Your role will be to support the team across all aspects of risk measurement and portfolio analysis. Your key responsibility is to ensure that credit models are performing in line with expectations. You will be part of the wider team that also covers credit data warehouse, risk systems, and portfolio management.

Your key responsibilities
  • Drive the development of new and innovative statistical approaches in credit risk modelling.
  • Develop credit risk models. This includes application and behavioural scorecards, Basel PD, LGD, EAD, IFRS 9 provisioning, and stress testing models.
  • Implement, monitor and validate all credit risk models across all segments in line with the Internal Model Risk Policy and stakeholder expectation.
  • Develop, maintain and implement Bank's credit decisioning platforms.
  • Coach the business in understanding the risk methodology behind the results. Ensuring models are utilised for decision making including strategy settings.


About you:
In order to be successful in this position you will have the following skills;
  • 7+ years in mathematical/statistical modelling within a credit risk model development background.
  • Proven record in methodology innovation.
  • 7+ years in relevant programming languages (SAS, SQL, VBA, R, Python, etc.).
  • Experience in influencing and making recommendations to senior management.
  • Experience in managing a team and project deliverables.
  • Ability to communicate complex data analysis in clear, accessible language and to liaise with other areas to collect data and other queries.
  • Financial services experience with a solid understanding of Basel and APRA prudential standards (desirable).
  • Tertiary qualifications in mathematics, statistics, actuarial sciences, computer science, economics, physics or engineering (desirable).


About our Benefits:
  • Discounted financial products
  • Purchase annual leave
  • BUPA Corporate Plan
  • Salary sacrificing options
  • Mentoring and leadership programs
  • Employee Assistance Program (EAP) - MyCoach for Individuals and People Leaders
  • Paid parental leave
  • Paid volunteer days
  • Gym discounts and much more!


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