Quantitative Modelling Expert
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We are seeking a highly skilled Quantitative Modelling Expert to join our Group Risk division, within the Market Risk, Credit Models & Insights team. In this role, you will be responsible for developing cutting-edge credit risk models and providing valuable insights to drive strategic decision-making.
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As a Quantitative Modelling Expert, you will have the opportunity to work on exciting projects, including the development and monitoring of application scorecards, rating models as well as behavioural scorecards. You will also play a key role in shaping our modelling strategy and mentoring junior team members, while leveraging a state-of-the-art cloud platform to deliver high-impact solutions.
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This is a unique opportunity to grow your career in a supportive and forward-thinking environment. We offer a comprehensive benefits package that includes flexible working arrangements, discounted financial products, salary sacrificing options, and more.
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To succeed in this role, you will need to have a strong track record in developing, validating, or monitoring models across retail and non-retail portfolios. You should be proficient in R, SAS, SQL, Python, and Excel, and have hands-on experience with analytics platforms like PowerBI and Azure DevOps.
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You should also have a deep understanding of regulatory frameworks (e.g. IFRS9, Basel, APRA) and be able to confidently communicate complex technical concepts to both technical and non-technical audiences. A postgraduate degree in a quantitative discipline is also required.
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Key Responsibilities:
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* Develop and implement cutting-edge credit risk models
* Provide valuable insights to drive strategic decision-making
* Work on exciting projects, including application scorecards, rating models, and behavioural scorecards
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Requirements:
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* Strong track record in model development, validation, or monitoring
* Proficiency in R, SAS, SQL, Python, and Excel
* Hands-on experience with analytics platforms like PowerBI and Azure DevOps
* Deep understanding of regulatory frameworks (e.g. IFRS9, Basel, APRA)
* Postgraduate degree in a quantitative discipline
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Benefits:
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* Flexible working arrangements
* Discounted financial products
* Salary sacrificing options
* Paid parental leave
* Additional annual leave
* Private health insurance plan
* Employee Assistance Program (EAP)