Manager, Governance & Interpretation

Sydney

Responsibilities:

• Drive clarity and transparency of interpretation and application of the credit adequacy regulatory standards (APS 113 & APS 112)
• Oversee model governance, compliance and issue management within the team
• Ensure appropriate documentation and governance for the application of APS 113 & APS 112 by the data, credit, reporting & Basel III project teams
• Support the chair of Credit Risk Estimates Committee as required
• Co-ordinate the team's involvement in regulatory engagements

Requirements:

• Excellent tertiary qualifications in an Applied Mathematical discipline i.e. Physics, Econometrics, Statistics, Engineering etc.
• At least 5 years' experience within a Credit Risk team with exposure to APS 113/ APS 112
• Experience in engaging with regulators with regard to credit capital adequacy standards
• Strong understanding of APRA standards APS 112 & APS 113

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

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