Exec Mgr Non-Retail, Port. Credit Risk Modelling
Exec Mgr Non-Retail, Port. Credit Risk Modelling Exec Mgr Non-Retail, Port. Credit Risk Modelling Get set for your next great career move.
Based in Sydney CBD Brand new role Make an enterprise-wide impact How will I help? In this new opportunity you will be expected to lead the Non-retail and Portfolio Credit Risk Modelling team within Risk Analytics. Your team will be responsible for risk estimate and risk grading models applied to business and institutional portfolios, AASB9 provisioning models and credit portfolio modelling (including economic capital and stress testing model development). This is an opportunity to drive the alignment of methodologies and models across these applications and across Westpac’s portfolio.
You will ensure compliance with internal policies and regulatory expectations and liaise with internal and external stakeholders including senior management, the business, governance bodies and APRA relating to all aspects of model performance, usage and governance. What’s in it for me? You will build your profile internally and externally with stakeholders and be part of the future of a business that has been around for 200 years and whose vision is becoming the world’s best service company. You’ll be working for an organisation that supports development, internal career moves and flexible working.
Along with competitive salary, you’ll receive Westpac’s generous benefits and a whole array of customer discounts. Being an integral part of the Westpac, you will constantly be challenging the status quo and deliver high quality customer outcomes. What do I need? Along with an excellent academic results in a highly quantitative field (for example statistics, mathematics, physics, engineering, actuarial, data science), we are looking for: 15 years’ experience in the financial services industry 10 years experience in credit risk modelling including direct experience developing or leading the development risk grading models, IFRS9 models and/or stress testing models.
5 years’ experience leading a team within a large and complex organisation, working with senior stakeholders and regulators Excellent understanding of credit risk modelling, credit risk data and credit risk systems Excellent understanding of credit risk modelling and credit risk data including risk rating models, risk estimates, IFRS9, economic capital and stress testing Systems: SRDE, DDEP, CRCE, CREDR, xDW, application and origination systems Tools and languages: SAS, Python, R, Tableau (plus aptitude to self-learn and adopt other analytic software and languages where relevant) What is it like to work there? At the Westpac Group, we have a vision to be one of the world’s great service companies – this means helping our people, customers and communities to prosper and grow. We aim to be leaders in diversity, flexibility and as an equal opportunity employer. You will join one big, supportive team and working with us you'll discover new ways of working, a....