Senior Analyst, Model Governance - Credit Risk / SAS

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

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.