Model Governance Framework Specialist
This role is crucial in establishing and maintaining a robust credit risk model governance framework, ensuring compliance with regulatory requirements and facilitating effective business decision-making.
Key Accountabilities:
* Develop and implement strategies to enhance model monitoring and risk management practices
* Collaborate with cross-functional teams to integrate data management, analytics, and modelling capabilities
* Design and maintain core modelling data frameworks, aligning with APRA's Data Management Framework
* Facilitate regular model monitoring forums and reviews of model performance outcomes
* Implement the use of BitBucket and Tableau to enhance existing model monitoring frameworks
* Ensure efficient data transition between warehouse, discovery environment, and production environment
* Monitor risk issues and recommend remedial actions to address unsatisfactory model performance
* Deliver data requests and supporting analysis for APRA annual IRB validation
Requirements:
* Minimum 3 years experience in credit risk analytics/management, with in-depth knowledge 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 business processes through statistical models and tools
* Strong communication and stakeholder management skills, with adaptability
* Tertiary qualifications (Quantitative, Actuarial, Statistics or equivalent degree) or relevant business experience
* Technical proficiency in SAS programming, SQL, R, Excel with VBA, Word, PowerPoint, Bitbucket, and Tableau