Lead, Model Validation – IRRBB & Liquidity Risk

Bendigo Bank; City of Melbourne; Hybrid; AUD 180,000 - 240,000; Full time

Benefits offered by this job

True Flexibility

Health & Wellbeing support

Continuous Learning

Job summary

Bendigo Bank is seeking a Manager, Model Validation to lead quantitative and qualitative validations of IRRBB and liquidity risk models. The role balances hands-on analysis with senior stakeholder engagement across Treasury, Finance and Group Risk.

You will act as SME for APRA reviews, drive validation quality, and deliver clear, actionable recommendations while upholding APRA standards and internal policies.

Qualifications

• Strong knowledge of IRRBB and liquidity risk regulations (LCR, NSFR) and APRA APS 117/210.
• Experience conducting end-to-end model validation and regulatory reviews.
• Ability to draft high-quality validation reports for senior management and committees.
• Hands-on coding and data manipulation using modern analytics tools.

Responsibilities

• Lead end-to-end validations of IRRBB and liquidity risk models.
• Provide regulatory SME guidance to APRA reviews and audits.
• Ensure models comply with APRA standards and internal policies.
• Deliver actionable validation recommendations in collaboration with model owners.

Skills

IRRBB & Liquidity Risk

Regulatory guidance

Model validation

Advanced analytics

Education

Postgraduate quantitative degree

Tools

Python

R

SAS

SQL

Job description

Bendigo Bank is seeking a Manager, Model Validation to lead quantitative and qualitative validations of IRRBB and liquidity risk models. The role balances hands-on analysis with senior stakeholder engagement across Treasury, Finance and Group Risk.

You will act as SME for APRA reviews, drive validation quality, and deliver clear, actionable recommendations while upholding APRA standards and internal policies.