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Senior manager quantitative modelling

Melbourne
BOQ Group
Posted: 13 September
Offer description

About The Role

At BOQ Group, we're transforming the way we think about risk—and we're looking for a Senior Manager, Quantitative Modelling to help lead the charge. Sitting within our Group Risk division and reporting to the Head of Risk Analytics and Modelling, this role focuses on shaping the future of credit risk stress testing and collective provisioning across all our credit portfolios.

You'll be the go-to expert for designing and delivering stress testing frameworks, including those for emerging risks like climate change. You'll also lead the monthly collective provisioning process, ensuring our models are robust, insightful, and responsive to regulatory expectations. Collaboration is key—you'll work closely with teams across Business, Finance, and Risk, as well as with external stakeholders such as auditors, regulators, and validators. You'll lead a small team of analysts, helping to develop the next generation of talent in this space.

This role suits someone who thrives in complexity, enjoys solving problems with data, and is passionate about making a meaningful impact in a highly regulated environment.


About You

* You bring deep expertise in credit risk, stress testing, and collective provisioning, ideally with more than eight years in similar roles.
* You have a strong foundation in mathematical and statistical modelling and are comfortable with SQL, SAS, R, Python, and version control platforms like Git or Bitbucket.
* You can connect technical modelling with business context and explain complex concepts to non-technical stakeholders. You are curious, able to dig into data, and drive better decisions.
* You've led teams and are proactive, collaborative, and ready to roll up your sleeves. Experience with IFRS9, Basel, or APRA standards is a plus.

At BOQ Group, our people are bold, value inclusivity, and strive to create a more innovative future. If that sounds like you, we'd love to welcome you to the team.


Our About Us

BOQ Group is a unique group of challenger brands with a purpose – to provide a genuine alternative to Australian financial services for customers and employees. Our family of brands (Bank of Queensland, ME Bank, Virgin Money Australia, BOQ Specialist) each serve defined customer audiences and share a goal to build social capital through banking. We value difference and aim to reflect the communities we serve.

Since 2021, BOQ Group has been recognised as an Employer of Choice for Gender Equality by the Workplace Gender Equality Agency (WGEA). In 2023, we implemented an innovative Reconciliation Plan to promote inclusivity. Our inclusive vision fosters a workspace where everyone can bring their best selves to work every day.


Benefits

* Flexible working arrangements
* Discounted financial products
* Salary sacrificing options
* Paid parental leave
* Purchase additional annual leave
* Discounted private health insurance
* Employee Assistance Program (EAP)
* Access to employee network groups
* Pride in Diversity membership

Note: We are committed to diversity and an inclusive workforce. Aboriginal and Torres Strait Islander People are encouraged to apply. When you apply, you may share pronouns and indicate any reasonable adjustments needed for interviews.


How To Apply

To apply for this role, follow the links or apply via our Careers Page. BOQ Group is committed to diversity and an inclusive workforce.

Please no agency applications.


Job Details

* Seniority level: Mid-Senior level
* Employment type: Full-time
* Job function: Other

Referrals increase your chances of interviewing at BOQ Group. You can get notified about new Senior Manager jobs in Melbourne, Victoria, Australia.


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