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
TheRequirements
* 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
* Strong 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
For further information on this role or to confidentially apply, please send an up to date CV toeugenag@ethosbc.com.auor/and contactEugena Gongon02 8227 9200or apply directly via theApply for this jobbutton. OnlyWORD FORMATresumes will be accepted.
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