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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
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 to eugenag@ethosbc.com.au or/and contact Eugena Gong on 02 8227 9200 or apply directly via the Apply for this job button. Only WORD FORMAT resumes will be accepted.
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 ...
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