Manager, Model Governance / Monitoring with BH-157676-2 | Ethos BC
Location : Sydney
Salary : $120,000 - $150,000 per annum
Job Type : Permanent
Ref : BH-157676-2
Posted : almost 4 years ago
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 teams, project teams, independent model validators, regulatory affairs team, and group risk governance team to keep up-to-date with the 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.
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