Senior Analyst Quantitative Modelling

BOQ Group

Melbourne

3 weeks ago

Melbourne

3 weeks ago

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Senior Analyst Quantitative Modelling

Senior Analyst Quantitative Modelling role at BOQ Group in Melbourne, focusing on credit risk model development, monitoring, and migration to cloud environments. Requires expertise in quantitative modelling, regulatory frameworks, and programming languages like Python and R, along with strong communication and mentoring skills.

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Hybrid

Full-time

Senior

Credit Risk Modelling

Quantitative Modelling

Salary

Not specified

Work Location

Melbourne, Victoria, Australia, AU

Work Model

Hybrid

Employment Type

Full-time

Experience Level

Senior

Core Qualifications

Technical (Must-have)

credit risk modellingquantitative modellingProbability of DefaultLoss Given DefaultExposure at Defaultscorecardsrating modelsIFRS 9BaselAPRAPythonRSASSQLdata visualisationstorytellingcloud-based analyticsDatabricksAzure DevOps

Soft Skills

communicationmentoringcollaborationjudgementattention to detailinnovationcontinuous improvement

Tools (Must-have)

Power BIDatabricksAzure DevOps

Key Responsibilities

•Support credit risk model development, monitoring, and migration of modelling infrastructure into modern cloud-based environments
•Lead the development and ongoing performance management of a range of credit risk models, including Probability of Default, Loss Given Default, Exposure at Default, scorecards, and rating models
•Ensure models meet regulatory and internal governance requirements, including compliance with frameworks such as IFRS 9, Basel, and APRA standards
•Contribute to regulatory submissions and actively engage in audit and assurance reviews, clearly articulating model methodologies, assumptions, and outcomes to internal and external stakeholders
•Work closely with stakeholders across risk, finance, and business units to effectively embed credit risk models into decision-making processes
•Translate complex quantitative concepts into practical insights to enable informed business outcomes
•Build and maintain automated tools and dashboards to monitor model performance and support reporting within a cloud environment
•Provide mentorship to junior team members, fostering capability uplift and knowledge sharing across the team while contributing to a strong and collaborative modelling culture

Senior AnalystQuantitative ModellingFinancial ServicesCredit RiskCloudPythonRRegulatory ComplianceMentoringHybrid

Core Qualifications

Technical (Must-have)

Soft Skills

communicationmentoringcollaborationjudgementattention to detailinnovationcontinuous improvement

Tools (Must-have)

Power BIDatabricksAzure DevOps

Key Responsibilities

•Support credit risk model development, monitoring, and migration of modelling infrastructure into modern cloud-based environments

•Lead the development and ongoing performance management of a range of credit risk models, including Probability of Default, Loss Given Default, Exposure at Default, scorecards, and rating models

•Ensure models meet regulatory and internal governance requirements, including compliance with frameworks such as IFRS 9, Basel, and APRA standards

•Contribute to regulatory submissions and actively engage in audit and assurance reviews, clearly articulating model methodologies, assumptions, and outcomes to internal and external stakeholders

•Work closely with stakeholders across risk, finance, and business units to effectively embed credit risk models into decision-making processes

•Translate complex quantitative concepts into practical insights to enable informed business outcomes

•Build and maintain automated tools and dashboards to monitor model performance and support reporting within a cloud environment

•Provide mentorship to junior team members, fostering capability uplift and knowledge sharing across the team while contributing to a strong and collaborative modelling culture