Job Description

Job Details

Location Sydney Salary $120000 - $150000 per annum Job Type Ref BH-157676 Contact Posted almost 6 years ago

The Role

This role sits within a vibrant and collaborative team of Model Governance professionals, with the objective to establish and maintain a robust credit risk model governance framework, and support the ongoing model monitoring of the Group.


The Accountabilities

  • Manage ongoing monitoring of credit risk (retail & non-retail) models leveraged to establish and maintain ‘best practice’ risk management

  • Proactively engage credit risk modellers, product risk managers, data and system team, project teams, independent model validators, regulatory affairs team and group risk governance team to keep up-to-date with most recent developments across the group

  • Ensure core modelling data is managed and maintained to facilitate compliance, to meet business requirements and also APRA’s Data Management Framework (e.g. CPG235)

  • Facilitate regular credit risk model monitoring forums and reviews of model monitoring outcomes

  • Enhance existing model monitoring framework by adopting the use of BitBucket and Tableau

  • Collaborate with various stakeholders to ensure data transition from warehouse to discovery environment to production environment is efficient and robust

  • Keep track of risk issues and resolutions, recommend remedial action required to address marginal or unsatisfactory model performance

  • Execute delivery of data requests and supporting analysis required for APRA annual IRB validation


    • The Requirements

  • 3+ years experience in credit risk analytics / management, with detailed understanding of data management, business and consumer portfolios across brands, underlying systems and data

  • Understanding of analytics, models and data to facilitate effective credit risk management

  • Can take initiatives in identifying new opportunities to enhance existing business processes through the use of statistical models and tools

  • Strong communication and stakeholder management skills, with the ability to learn and adapt

  • Tertiary qualifications (Quantitative, Actuarial, Statistics or other relevant degree) or equivalent business experience

  • Technical orientations - SAS programming, SQL, R, Excel with VBA, Word, PowerPoint, Bitbucket and Tableau

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