Executive Manager, Governance, Monitoring and Data

Sydney

Responsibilities:

• Monitor the performance of all Credit Risk Models owned within Risk Analytics
• Continuous improvement of the model monitoring processes in line with internal and regulatory requirements
• Maintenance and enhancement of aligned modelling data sets utilised for model monitoring purposes
• Model Governance, including Chairing the Credit Risk Estimates Committee
• Regulatory interpretation and oversight
• Oversee and co-ordinate departments involvement in regulatory engagements such as Annual IRB Validation Review and Quarterly IRB Modelling meeting

Requirements:

• Excellent tertiary qualifications in an Applied Mathematical discipline i.e. Statistics, Physics, Econometrics, Engineering etc.
• 10 + years' experience in the financial services industry with exposure to Credit Risk Modelling
• Strong team leadership experience
• Excellent knowledge of APRA Standards APS 112 & APS 113
• Technical proficiency in; SAS, Python R, Tableau or equivalent

For further information about this position please contact Olivia on 0409 356 856 or simply click APPLY.

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