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Stress Test Modelling LeadDepartment: Risk Metrics & Measurement - Credit Models
Division: Risk
Location: Melbourne
About UsAt ANZ, we're shaping a world where people and communities thrive, driven by a common goal: to improve the financial wellbeing and sustainability of our millions of customers.
About the RoleAs a Stress Test Modelling Lead in our Team, you'll be responsible for reviewing and re-building the stress test credit model suite, across both wholesale and retail portfolios.
That includes end-to-end model and calculation design, including stressed PD, LGD, EAD, EL, ECL, IP, RWA, and other stressed metrics and measures.
Banking is changing and we're changing with it, giving our people great opportunities to try new things, learn and grow.
Whatever your role at ANZ, you'll be building your future, while helping to build ours.
Role Type: 12 Months Secondment/ 12 Months Fixed Term
Role Location: Melbourne
Work Hours: Full Time
What will your day look like?The successful candidate for this role can expect to undertake the following activities:
Responsible for the execution of the stress test model suite rebuild delivered according to ANZ standards.
The models will cover all asset classes, locations, and industries.Responsible for the management and engagement of internal and external stakeholders associated with the RMM Services Transformation Program.
Build collaborative relationships with ANZ key business partners.Drives new modelling techniques and investigates/researches the application of latest data science and cloud-computing developments to credit stress test modelling.Provides updates to governance committees in the modelling area.Acts as a senior subject matter expert in the areas of stress test modelling.Influences stakeholders to secure the right result for ANZ.Provides coaching and mentoring support to assure the ongoing development of their assigned resources.What will you bring?To grow and be successful in this role, you will ideally bring the following:
Extensive experience, working across roles such as stress testing, credit risk modelling/metrics, risk reporting or consulting.Strong numerical, analytical, and critical thinking skills to extract insights from complex data and communicate them effectively to a range of senior business stakeholders.
Strong understanding of finance and the commercial environment in which credit models are used.Subject matter expertise in the development of AIRB, provisioning, and stress test models producing PD, EAD, and LGD estimates as well as projected/stressed metrics such as IP, CP, RWA, and IEL.Demonstrated ability to develop cross-functional relationships across the organisation, including influencing and succeeding through collaboration.Sets goals and delivers results, with experience in leading self and others in delivering change.
Proven ability to manage highly specialised resources.
Proven project management skills.Excellent interpersonal, presentation and communication skills, with a track record of working under pressure and managing conflicting responsibilities.You're not expected to have 100% of these skills.
At ANZ a growth mindset is at the heart of our culture, so if you have most of these things in your toolbox, we'd love to hear from you.
So why join us?From the moment you join ANZ, you'll be doing meaningful work that will shape a world where people and communities thrive.
But it's not just our customers who'll feel your impact.
You'll feel it too.
Because at ANZ, you'll have the resources, opportunities, and support you need to take the next big step in your career.
We're a diverse bunch at ANZ in different roles, different locations, doing different things.
That's why we have a range of flexible working arrangements, so our people can 'make work, work for them'.
We also provide a range of benefits including access to health and wellbeing services and discounts on selected products and services from ANZ and more.
At ANZ, you'll be part of an organisation where the different backgrounds, perspectives and life experiences of our people are celebrated.
That's because we're committed to building a workplace that reflects the diversity of the communities we serve.
We welcome applications from everyone and encourage you to talk to us about any adjustments you may require to our recruitment process or the role itself.
If you're a candidate with a disability or access requirement, and have an enquiry about the support provided, please let us know on your application or visit ANZ Accessibility and Inclusion Programs for alternate contact methods.
To find out more about working at ANZ, visit careers.
You can apply for this role by visiting ANZ Careers and searching for reference number 83223.
Job Posting End Date #J-18808-Ljbffr