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Senior manager model validation - irrbb | aps117

Adelaide
Bendigo Bank
Model
Posted: 11 June
Offer description

Join to apply for the Senior Manager Model Validation – IRRBB | APS117 role at Bendigo Bank

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We’ve never been ‘just a bank’. Just like you should never be ‘just an employee’. We’re united in our belief that in banking, better can be bigger, and together we’re making it happen.

It starts here. With Bendigo Bank… and you.

The Senior Manager Model Validation is part of our Line 2 Risk Model Validation team who provide effective independent risk model validation and challenge as part of the overall risk management framework as a key input into risk management decisions, while ensuring adherence to model risk policy, standards, and procedures from both an internal and external regulatory perspective.

This role serves as the lead and expert on validations related to the review of interest rate risk (IRRBB) APS117 and liquidity risk (LCR and NSFR) models APS210. It may also be involved in other type of validations e.g. models related to credit risk, financial crime, operational risk etc. Key responsibilities will include, but are not limited to:

* Act as a subject matter expert in interest rate risk and liquidity risk and be proficient in data manipulation and modelling
* Be heavily relied upon for interest rate risk and liquidity risk regulatory reviews, audits (internal and external) and queries (from APRA or other departments in the bank) requiring specialist subject matter expert analysis.
* Completion of both development and periodic risk model validations consistent with APRA and Basel III standards or guidance and industry leading validation methodologies and practices.

Position description: Senior Manager Model Validation IRRBB and Liquidity - Position Description.docx

This is a permanent full-time position. We offer flexible work options that put our people first, and a hybrid model of minimum three days per week based out of our Melbourne, Adelaide, Bendigo, or Sydney corporate office.

What you’ll bring to the role

To succeed in this role, it’s essential to bring:

* Senior level APS II7 (IRRBB) & APS 210 (Liquidity) modelling experience within the Australian banking industry or consultancy.
* Strong knowledge of analytical tools such as R / Python / SAS and database languages like SQL.
* Ability to execute tasks effectively in a high profile and high-pressure environment is crucial.
* You demonstrate strong communication skills and have the ability to engage and influence at senior level.
* Tertiary Qualifications specialising in mathematics, statistics, econometrics, operations research, actuarial science, computer science, commerce and/or banking & finance.
* Management exposure in an Advanced Internal Rating Based institution preferred

So, why work for us?

Want big impact that matters? Here, you'll know your work directly benefits the customers and communities we all serve.

Want career opportunity AND flexibility? Achieve both here, where we know that balance and progression go hand in hand.

You’ll also get access to a great range of benefits, including:

* Flexibility means different things for different people. Whether it’s hybrid work, flexible hours, a compressed work week, job-sharing or something different, our flexible work options are designed to put people first
* Health and wellbeing support, including discounted gym memberships, private health insurance options, and our Employee Assistance Program (EAP) for you and your immediate family members
* Opportunities to take your learning to the next level through our corporate university ‘BEN U’ or at an external provider of your choice

We believe a diverse workforce supported by an inclusive culture is central to our success and we actively encourage applications from those who bring diversity of thought to our business. We support candidate requests for adjustment to accommodate an illness, injury, or disability to equitably participate in the selection process.

Still in two minds?

Research suggests 60% of women and underrepresented groups might stop here, even after getting as far as drafting an application. We believe that diversity makes every team stronger, so even if you don’t tick every box we still want to see your application!

We’re making better, bigger. And we’ll get there with you.

Now’s the time to set your sights even higher - on the future you and the future career you deserve.


Seniority level

* Seniority level

Mid-Senior level


Employment type

* Employment type

Full-time


Job function

* Job function

Analyst and Finance
* Industries

Banking and Financial Services

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