Quantitative Risk Modelling Manager

Additional office locations

Sydney

Job ID

20383

Date

21-Jan-2026

Permanent - Full time, Mid-level

Job category

Quantitative Analysis, Risk Management

You will build, implement and execute capital and provisioning models across the Banking and Financial Services product suite. You will monitor the performance of these models and engage with the model validation team as part of the annual validation activities. You will have the opportunity to further develop your knowledge of capital, provisions and loss modelling, and how these contribute to the broader business and key commercial decisions.

You will produce high quality model documentation for model validators, auditors and/or external regulators and explain and link models to commercial outcomes such as pricing and return metrics. You will also collaborate and gain exposure to our product, prudential, credit and data teams as well as our central Risk Management and Finance teams

You will build, implement and execute capital and provisioning models across the Banking and Financial Services product suite. You will monitor the performance of these models and engage with the model validation team as part of the annual validation activities. You will have the opportunity to further develop your knowledge of capital, provisions and loss modelling, and how these contribute to the broader business and key commercial decisions.

You will produce high quality model documentation for model validators, auditors and/or external regulators and explain and link models to commercial outcomes such as pricing and return metrics. You will also collaborate and gain exposure to our product, prudential, credit and data teams as well as our central Risk Management and Finance teams