Executive Manager - Credit & Advanced Analytics, Model Risk

Sydney

Key Responsibilities:

• Manage the team responsible for independently validating credit, machine learning and algo trading models
• Ensure all validation outcomes are effectively communicated to model owners and the approver
• Establish strong working relationships with key stakeholders, including but not limited to; Credit Risk, the Data Science team, the algorithmic trading business & internal and external audit
• Represent the Head of Model Risk at; The Credit Model Design Council & Project Advisory Groups
• Oversee Model Risk attendance at other forums, including model monitoring working groups
• Contribute to policy and reporting as it relates to credit, machine learning and algo trading models
• Deliver process improvements, including automation in relation to validation workflows
• Lead, mentor and provide technical support to a team of quantitative analysts

Key Requirements:

• Excellent tertiary qualifications in a mathematics discipline
• 15+ years' experience within a quantitative or data science team in the Credit Risk class
• Strong knowledge of regulatory requirements (APS 112, 113, 220, IFRS 9)
• Fluency in programming (R, Python, SAS) and associated data science tools (Docker, Git & analytic notebooks

If you are interested in this opportunity, please contact Olivia ON 0409 356 856 or simply click APPLY.

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