Executive Manager- Non-Retail, Portfolio Credit Risk Modelling

Sydney

Responsibilities:

• Lead the team responsible for the development and maintenance of;
• Risk estimate and risk grading models applied to business and institutional portfolios, including alignment of methodologies and models across divisions and portfolio sub-segments
• The models and methodologies applied for AASB provisioning purposes across all portfolios
• Credit portfolio models and methodologies applied for economic capital and stress testing purposes
• Participate in the necessary annual reviews
• Comply with internal policies and regulatory expectation with regard to relevant models and data as well as participate in any necessary remediation
• Liaise with internal stakeholders, the business and governance bodies relating to all aspects of model performance, usage and governance

Requirements:

• Excellent tertiary qualifications in an Applied Mathematical discipline i.e. Statistics, Physics, Econometrics or Engineering
• At least 10 years' experience in the Financial Services industry within the Credit Risk class
• Strong experience in Credit Risk modelling including developing risk grading models, IFRS9 models and/or stress testing models
• 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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