Senior Manager, Portfolio Modelling (Port Phillip City)

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. Robust 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). Strong 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 benefits: superannuation, short‑term incentives, flexible 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.

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