Senior Manager, Governance and Interpretation

Sydney

Responsibilities:

• Support the General Manager of Risk Analytics and Insights and the Head of Risk Analytics by providing subject matter expertise with regard to the interpretation and application APS 112 and APS 113
• Work closely with the Basel III project to establish ongoing documentation and governance structures for APS112 and APS113
• Oversee regulatory compliance related governance within Risk Analytics
• Support the Executive Manager of Governance, Monitoring & Data in establishing and maintaining other model governance, compliance and issues management as well as contributing and/or co-ordination Risk Analytics involvement in regulatory engagements and reviews
• Assist Risk Analytics team to progressively enhance modelling data, tools, governance and controls

Requirements:

• Excellent tertiary qualifications in an Applied Mathematical discipline i.e. Statistics, Physics, Econometrics or Engineering
• At least 7 years' experience in the Financial Services industry within the Credit Risk class
• Strong experience in Credit Risk modelling
• Strong experience in engaging with regulators with regard to credit capital adequacy standards
• Programming abilities in SAS, Python, R or equivalent
• Strong knowledge of APRA standards APS 112 and APS 113
• Previous team leadership experience (desirable)
• Experience within financial institutions in the U.K., U.S and/or Canada (highly regarded)

To learn more about this position please contact Olivia on 0409 356 856 or simply click APPLY.

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