Req ID:
117814
Department:
Risk Metrics & Measurement - Credit Models
Division:
Risk
Location:
Melbourne
About Us
At ANZ, we're shaping a world where people and communities thrive, driven by a common goal: to improve the financial wellbeing and sustainability of our millions of customers.
About the Role
The Senior Manager, Stress Test Modelling leads the Group Stress Test Modelling Function. Group Stress Test Modelling is uplifting stress test modelling capabilities and delivering the next generation stress test model suite for better informed business decisions. The stress test model suite stresses credit measures such as PDs, LGDs, and EADs as well as metrics such as IP, ECL, RWA, CVA, the bank balance sheet and the bank P&L.
As the Senior Manager, Stress Test Modelling, you will:
Support the Group Risk Metrics and Measurement (RMM) Stress Test Transformation Program. The program delivers cloud-based Regulatory Capital, ECL and Climate Risk Stress Testing capabilities.
Encourage and drive innovation and change, deliver state-of-the-art models based on research and global best practice, and build models using advanced modelling techniques, adhering to ANZ standards and in line with regulations
Manage onshore and offshore modelling resources.
Be a thought leader and trusted advisor by all stakeholders due to their subject matter expertise and proven ability to deliver value-add services.
Role Type: Permanent
Role Location: Melbourne, Sydney or Brisbane
Work Hours: Full-Time What will your day look like?
Execution of the stress test model suite rebuild delivered according to ANZ standards. The model suite will cover all asset classes, locations, and industries.
Management of the stress test modelling team.
Engagement of internal and external stakeholders associated with the RMM Stress Test Transformation Program. Build collaborative relationships with ANZ key business partners. Working together with the Head of Stress Testing and Forecasting, the Provisioning Modelling Team, Technology, Group Information and Delivery, Consultants, Internal Model Validation, and Internal Audit.
Driving new modelling techniques and model architecture. Researching the application of latest data science and cloud-computing developments to credit stress test modelling.
Updates to governance committees in the modelling area.
Acting as a senior subject matter expert in the areas of stress test modelling.
Influencing stakeholders to secure the right result for ANZ.
Providing coaching and mentoring to assure the on-going development of stress test modelling resources.
What will you bring?
8+ years of banking experience, working across roles such as stress testing, credit risk modelling/metrics, risk reporting or consulting.
Strong numerical, analytical, and critical thinking skills to extract insights from complex data and communicate them effectively to a range of senior business stakeholders. Strong understanding of finance and the commercial environment in which credit models are used.
Subject matter expertise in the development of AIRB, provisioning, and stress test models producing PD, EAD, and LGD estimates as well as projected/stressed metrics such as IP, CP, RWA, and EL.
Demonstrated ability to develop cross-functional relationships across the organisation, including influencing and succeeding through collaboration.
Sets goals and delivers results, with experience in leading self and others in delivering change. Proven ability to manage highly specialised resources. Proven project management skills.
Excellent interpersonal, presentation and communication skills, with a track record of working under pressure and managing conflicting responsibilities.
Experience with analytical packages and platforms (Python, R, SQL, SAS, Cloud Computing, Big Query, GitHub) (desirable).
So why join us?
From the moment you join ANZ, you'll be doing meaningful work that will shape a world where people and communities thrive.
But it's not just our customers who'll feel your impact. You'll feel it too. Because at ANZ, you'll have the resources, opportunities, and support you need to take the next big step in your career.
We're a diverse bunch at ANZ in different roles, different locations, doing different things. That's why we have a range of flexible working arrangements, so our people can 'make work, work for them'. We also provide a range of benefits including access to health and wellbeing services and discounts on selected products and services from ANZ and more.
At ANZ, you'll be part of an organisation where the different backgrounds, perspectives and life experiences of our people are celebrated. That's because we're committed to building a workplace that reflects the diversity of the communities we serve. We welcome applications from everyone and encourage you to talk to us about any adjustments you may require to our recruitment process or the role itself. If you're a candidate with a disability or access requirement, and have an enquiry about the support provided, please let us know on your application or visit ANZ Accessibility and Inclusion Programs for alternate contact methods.
To find out more about working at ANZ, visit https://www.anz.com.au/careers . You can
Job Posting End Date
26/06/2026, 11.59pm, (Melbourne Australia)
