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Model governance expert

Sydney
beBeeCreditRisk
Model
Posted: 11 September
Offer description

Key Role

The position of Senior Credit Risk Analyst, Model Governance is crucial in the establishment and maintenance of a robust credit risk model governance framework. This role requires collaboration with cross-functional teams to monitor and maintain best practice risk management.

This key role involves engagement with various stakeholders including credit risk modellers, product risk managers, data and system teams, project teams, independent model validators, regulatory affairs teams, and group risk governance teams.

One of the primary objectives of this role is to ensure that core modelling data is managed and maintained effectively, facilitating compliance and meeting business requirements.

Moreover, the successful candidate will be responsible for facilitating regular credit risk model monitoring forums and reviews of model monitoring outcomes. They will also enhance existing model monitoring frameworks by adopting new tools and technologies.

This role demands strong analytical skills as well as excellent communication and stakeholder management abilities.


Key Responsibilities

* Manage ongoing monitoring of credit risk (retail & non-retail) models to establish and maintain 'best practice' risk management
* Engage with cross-functional teams to keep up-to-date with developments across the organisation
* Ensure core modelling data is managed and maintained to facilitate compliance, meet business requirements, and adhere to regulatory guidelines
* Facilitate regular credit risk model monitoring forums and reviews of model monitoring outcomes
* Enhance existing model monitoring frameworks by adopting new tools and technologies


Requirements

* 3+ years experience in credit risk analytics/management, detailed understanding of data management, business, and consumer portfolios
* Understanding of analytics, models, and data to facilitate effective credit risk management
* Ability to identify opportunities to enhance existing business processes through statistical models and tools
* Strong communication and stakeholder management skills, ability to learn and adapt
* Tertiary qualifications (Quantitative, Actuarial, Statistics, or relevant degree) or equivalent business experience
* Technical orientations: SAS programming, SQL, R, Excel with VBA, Word, PowerPoint, Bitbucket, and Tableau


Why this Role?

This role offers an opportunity to work in a dynamic environment, collaborating with various stakeholders to drive best practice risk management. If you have a passion for credit risk management and are looking for a challenging and rewarding role, please consider applying.

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