Graduate Quantitative Modelling Analyst - Brisbane, Australia - Bank of Queensland

Bank of Queensland

Verified Company

Brisbane, Australia

3 weeks ago

Posted by:

Olivia Brown

beBee Recruiter

Description

About the Role

You will work closely with the Manager Quantitative Modelling on model development, monitoring, validation, implementation and reporting, with a broad remit across Commercial and Retail lending products providing great exposure to everything in the credit risk modelling landscape.

Your key responsibilities

Development of PD, LGD, and EAD models for AASB9 provisioning purposes
Monitoring, reporting and insights on collective provisioning models and outcomes
Credit risk stress testing (and involvement in ICAAP and Regulatory Stress Tests)
Development of new modelling frameworks and methodologies, including climate risk modelling
Executing model development/validation to a high quality.

About you
We are seeking a pro-active, self-starter with exceptional communication skills and the ability to explain complicated concepts.

You will be analytically minded and curious to gain deeper understandings of complex data/relationships, a team player that works well with other team members.

It would be great if you had experience in mathematical/statistical modelling or/and management reporting. This will give you the ability to identify and articulate business context underpinning technical activities. Ability to code in SAS, R, Python or experience with PowerBI would be highly regarded as well.

Financial services experience would be an added bonus as well as a Post Graduate degree in a technical or analytical discipline.

About Us

BOQ is one of Australia's leading regional banks and provides a genuine alternative for Australian financial services customers and employees.

Our purpose is to create prosperity for our customers, shareholders and people through empathy, integrity and by making a difference.

Our ambition is to be known as the bold challenger bank; with multi-brands that are digitally enabled with a personal touch.

BOQ is passionate about providing opportunities for you to develop your career as we continuously adapt and deliver in a transformational and collaborative environment with a strong focus on community.

BOQ's Inclusion vision is to foster a workspace that values and leverages difference and creates new possibilities, a place where our people feel confident to bring their best selves to work every day.

We embrace difference and believe that our workforce should reflect the customers and communities that we serve.

In 2021 BOQ Group was awarded a Workplace Gender Equality Agency (WGEA) Employer of Choice for Gender Equality citation.

Our Benefits

Flexible working arrangements
Discounted financial products
Salary sacrificing options
Paid parental leave with no minimum
Paid volunteer days
Purchase annual leave
BUPA Corporate Plan
Employee Assistance Program (EAP)
A 'zero tolerance' to Domestic and Family Violence (DFV) with active support for employees experiencing DFV
Accessible work support through various practices, systems, office adjustments
5 employee diversity network groups focusing on; First Nations Reconciliation Council, EPIC (LGBTIQA+), Multicultural, Gender and Early Career.

How to Apply
The Bank of Queensland is committed to diversity and an inclusive workforce. Aboriginal and Torres Strait Islander People are encouraged to apply.

If you are successful for a role with the Bank of Queensland, it is a condition of employment that background screening is completed to ensure that the Bank complies with its obligations under the Anti-Money Laundering and Counter Terrorism Financing Act.

These checks may include, but are not limited to:
identity, verification, reference checks, criminal background checks, immigration checks, verification of academic qualifications, bankruptcy checks.

Job Reference:
BOQ01766