Senior Manager, Portfolio Modelling (Melbourne)

Responsibilities
- Develop and deploy traditional portfolio risk models in line with established Model Governance framework, including IFRS 9 models.
- Lead the Portfolio Modelling work stream with a focus on learning and development of team members in quantitative portfolio modelling.
- Drive research and development to innovate with new methodologies, building and deploying explainable and robust models.
- Provide thought leadership on optimizing the strength and stability of the existing suite of portfolio models by using alternative data sources and modelling techniques (e.g., machine learning).
- Own portfolio models and Line 1 governance across provisioning, forecasting, stress testing and climate risk models, including policies, standards, and procedures.
- Oversee model monitoring and discuss model performance and opportunities to improve model outcomes.
- Drive the development of climate risk modelling related to portfolio credit impacts, working across teams to maintain robust methodology and ensure output contributes meaningfully to ESG reporting.
- Demonstrate an agile and accurate contribution to business‑critical enquiries and strategic initiatives.
- Support the delivery of Portfolio Modelling priorities to tight timelines. Qualifications
- Tertiary qualification in a practical numerate discipline.
- 8+ years of track record developing quantitative models in Consumer Risk Management & Financial Industry.
- Strong commercial acumen and in‑depth experience throughout the credit life cycle across several products.
- Deep understanding of traditional portfolio modelling techniques and newer machine learning techniques.
- Strong knowledge of relevant international and local accounting standards (IFRS9), loss forecasting modelling techniques including roll‑rate and vintage modelling, and up‑to‑date sector best practice and regulatory requirements.
- Expertise in data mining and developing quantitative models using multiple programming languages (SQL, Python, R).
- Experience with machine learning platforms (e.g., Dataiku).
- Robust collaborator, comfortable working with business stakeholders to identify and shape problems to be solved with data.
- Proven track record designing and delivering analytical projects with business impact.
- Proven experience owning and delivering analytical projects to tight timelines with a high level of autonomy. Benefits
- Recognition: education support, better‑giving programme with charity partners, dollar‑for‑dollar matching, community partner days.
- Flexibility: flexible work arrangements, hybrid setup (work from home & office), 3 days paid volunteer leave annually, paid community service leave, paid compassionate/bereavement leave, yearly salary reviews.
- Comprehensive perks: superannuation, short‑term incentives, versatile working policies, employee assistance program.
- Recognition program: Congratitude program to reinforce teamwork and achievement. Background Check and Legal Requirements Successful applicants will be required to complete a background check (including criminal history and bankruptcy check) prior to commencement of employment. The position is only open to Australian or New Zealand Permanent Residents or Citizens. #J-18808-Ljbffr Apply on Kit Job: kitjobau.com/job/3rn8hx