Senior Manager | Treasury & Risk - Credit Risk | Sydney or Melbourne
Sydney, NSW, AU Melbourne, VIC, AU
Job Requisition ID: 39595
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Choice and flexibility on where, when and how you work
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Mentoring programs – receive support and coaching to progress your career
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Recognition culture to celebrate milestones and discounts at hundreds of retailers
Join Deloitte's Assurance practice in a role where your quantitative expertise will help financial institutions make better risk decisions and respond to a fast-changing regulatory landscape.
What will your typical day look like?
Your work will centre on complex credit risk modelling across PD, LGD and EAD models for regulatory capital and IFRS9 purposes. That could mean supporting model development, leading validation activity, or helping clients understand how upcoming regulatory and accounting changes may affect their frameworks, portfolios and decision-making.
The impact is practical and high value. Banks and non-bank lenders rely on this work to strengthen model performance, manage risk more confidently, and respond to heightened scrutiny from regulators and stakeholders.
Across engagements, you'll work closely with senior leaders, technical specialists and client teams to solve nuanced quantitative problems. There is plenty of variety - from established modelling approaches through to stress testing and newer black box techniques including machine learning and AI - with real scope to shape how the team grows.
About the team
Deloitte's Assurance practice helps clients build confidence in their decisions, controls and reporting. Within that, the credit risk and quantitative modelling team focuses on model development, validation and monitoring for financial institutions, while also helping clients navigate changes across regulation, accounting standards and broader risk expectations. It's a team for people who enjoy technical depth, commercial relevance and the chance to influence how major institutions manage credit risk.
Enough about us, let's talk about you
You may have all or some of the following skills/experiences:
- Experience in credit risk model development, review or validation across PD, LGD and EAD models
- Strong knowledge of regulatory capital, IFRS9 and the broader financial services risk landscape
- A background in statistics, actuarial studies, engineering, mathematics or a related quantitative discipline
- Experience working in consulting or within a large financial institution on complex risk or modelling problems
- Confidence leading work, mentoring junior team members, and maintaining quality across deliverables
- Strong communication and relationship-building skills, with the ability to explain technical concepts clearly
- Familiarity with tools such as SAS, SQL, VBA, R, Python or C++
- Exposure to stress testing, climate-related credit modelling, or black box methodologies such as machine learning, NLP or AI is a bonus
Why Deloitte?
At Deloitte, we focus our energy on interesting and impactful work. We’re always learning, innovating and setting the standard; making a positive difference to our clients and our society. We put coaching at the heart of what we do, helping our people grow their careers in any direction – whether it be up, moving into something new, or even moving across the world.
We embrace diversity, equity and inclusion. We have a diverse collection of people from different backgrounds, with different experiences, gender identities, abilities and thinking styles. What binds us together is a shared commitment to value everyone’s perspective and to cultivate inclusion; so that our work environment is a safe space we can all belong.
We value in-person connection with our clients and our colleagues. We offer several ways for you to work flexibly so that you can serve your clients, stay connected with your team, and manage your personal priorities.
We help you live and work well. To support your personal and professional life, we offer a range of perks and benefits, including retail discounts, wellbeing leave, paid volunteering days, twelve flexible working options, market-leading parental leave and return to work support package.
Next Steps
Sound exactly like the sort of role for you? Apply now!
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By applying for this job, you’ll be assessed against the Deloitte Talent Standards. We’ve designed these standards so that you can grow in your career, and we can provide our clients with a consistent and exceptional Deloitte employee experience globally. The preferred candidate will be subject to background screening by Deloitte or by their external third-party provider.