Senior Analyst, Model Governance - Credit Risk / SAS

Job Details

Location Sydney Salary $100000 - $120450 per annum Job Type Ref BH-158184 Contact Posted over 5 years ago

The Role

This role sits within a vibrant and collaborative team of Model Governance professionals, with the objective to establish and maintain a robust credit risk model governance framework, and support the ongoing model monitoring of the Group.


The Accountabilities

• Manage ongoing monitoring of credit risk (retail & non-retail) models leveraged to establish and maintain ‘best practice’ risk management

• Proactively engage credit risk modellers, product risk managers, data and system team, project teams, independent model validators, regulatory affairs team and group risk governance team to keep up-to-date with most recent developments across the group

• Ensure core modelling data is managed and maintained to facilitate compliance, to meet business requirements and also APRA’s Data Management Framework (e.g. CPG235)

• Facilitate regular credit risk model monitoring forums and reviews of model monitoring outcomes

• Enhance existing model monitoring framework by adopting the use of BitBucket and Tableau

• Collaborate with various stakeholders to ensure data transition from warehouse to discovery environment to production environment is efficient and robust

• Keep track of risk issues and resolutions, recommend remedial action required to address marginal or unsatisfactory model performance

• Execute delivery of data requests and supporting analysis required for APRA annual IRB validation

The Requirements

• 3+ years experience in credit risk analytics / management, with detailed understanding of data management, business and consumer portfolios across brands, underlying systems and data

• Understanding of analytics, models and data to facilitate effective credit risk management

• Can take initiatives in identifying new opportunities to enhance existing business processes through the use of statistical models and tools

• Good communication and stakeholder management skills, with the ability to learn and adapt

• Tertiary qualifications (Quantitative, Actuarial, Statistics or other relevant degree) or equivalent business experience

• Technical orientations - SAS programming, SQL, R, Excel with VBA, Word, PowerPoint, Bitbucket and Tableau