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Senior Analyst/ Manager - Credit Risk Quantitative Modelling (Financial Services Reg & IFRS focus)

Date:  29-Jul-2022

Melbourne, VIC, AU Sydney, NSW, AU

Department:  Audit and Assurance

•    Fantastic opportunity in a newly-created team
•    Deloitte Experience (DX) - Embrace our new hybrid working model
•    Mentoring and development programs – receive support and coaching to progress your career


Couple your quantitative skills with your innovative ability to help design and develop game-changing solutions for our clients.


About the team 
In our assurance practice, we pride ourselves on being ahead of the curve and making an impact. We not only help our clients to sleep at night, but we also empower our clients to get real business benefits. We pride our ourselves on our people-centred culture, client focussed approach and our ability to think differently.

This newly created role represents an exciting and high-profile opportunity for a driven, intrapreneurial and high-performing professional to support us in driving the establishment and growth of the Deloitte Financial Services Regulatory and IFRS Assurance offering.  This offering will focus on developing Quantitative risk capabilities and offerings in the Prudential Regulatory assurance and adjacent IFRS offerings (e.g. IFRS 9, 13 etc) in the Financial Services sector across Banking, Insurance and Superannuation.
What will your typical day look like? 

Specifically, you will:

  • Assist in the delivery of credit risk related solutions and analytics
  • Work with a highly driven team across a range of projects focused on risks that banks and other financial services companies are exposed too.
  • Work effectively as a team member sharing responsibility, providing support, maintaining communication, and updating senior team members on progress.
  • Utilise and develop your quantitative, problem solving, statistical, analytical and communication skills through model development and model validation engagements.
  • Adopt a client-centred mindset.
  • Understand the market landscape and disruptive trends and translate these to market-leading business opportunities



Enough about us, let’s talk about you.  

We’re looking for someone with:   

  • Minimum of Bachelor’s degree in a relevant statistical, actuarial, engineering or mathematical subjects or equivalent professional qualification (e.g. FIAA, AIAA, CFA or international equivalent).
  • A minimum of 3 years working experience in a consulting firm or at large financial institutions
  • Have experience building, reviewing and validating credit risk models such as PD, LGD, EAD models for IFRS9 and Regulatory Capital purposes
  • Expertise in field with financial services skills and a deep knowledge of the Regulatory and IFRS landscape
  • Experience or curiosity to work in stress testing modelling (incl. climate related credit modelling)
  •  Confident and credible communicator, both oral and written.
  • Knowledge and experience in any of the following software development environments is preferred: SAS, SQL, VBA, R, Python or C ++.
  • Exceptional communication and relationship building skills, with a commitment to excellence and quality in delivery
  • Exposure to ‘black box’ algorithm methodologies and techniques is desirable but not essential


Why Deloitte?  

At Deloitte, we create positively differentiated work experiences that enable our people to feel valued and achieve their full potential. Deloitte Australia opens the door to a career that can cross borders virtually and physically across Asia Pacific to gain experience and access projects beyond Australia’s borders. We value difference, and embrace people with diverse backgrounds, experiences, gender identities, abilities and thinking styles. Knowing that people work best in a variety of ways, we are happy to discuss alternative arrangements if the working pattern you are looking for is not specifically indicated. 
We’re committed to continually building a safe and respectful workplace, where all our people feel appreciated and accepted. Through the creation of endorsed employee-led diversity networks which promote cultural, disability, LGBTI+, Aboriginal and Torres Strait Islander people and gender equality, we’re leading the way to shape an environment where everybody can thrive. 
We are proud to have been recognised for our efforts in inspiring change and accelerating progress – check out our careers site for recent recognition in this space.


Next Steps  
Sound exactly like the sort of role for you? Apply now! 




By applying to this job, you will be assessed against the Deloitte Global Talent Standards. We’ve designed these standards to provide our clients with a consistent and exceptional Deloitte employee experience globally.


At Deloitte, we know we’re at our best when we look out for one another; prioritise respect, fairness, development and wellbeing; foster an inclusive culture and embrace diversity in all forms. All qualified applicants will receive consideration for employment regardless of their background, experience, identity, ability or thinking style, and if you need assistance or an accommodation during the application process for accessibility reasons this is available upon request. 


The preferred candidate will be subject to background screening by Deloitte or by their external third-party provider.