Credit Risk Manager - Retail Modelling

Location: Melbourne CBD, Victoria
Contract Type: Permanent
Specialisation: Banking & Financial Services
Salary: Negotiable
REF: BBBH220109_1521417608

This global Australian & New Zealand financial services business is a substantial player in the Australian market and is only looking to continue this trend. Offering a wide range of domestic and international products to their growing customer base has allowed them to carve out an effective niche in the market. They are currently hiring a manager within their retail modelling division.

Role:

  • Assist with driving compliance to credit policy standard.
  • The role will also require planning, stress testing, capital adequacy and loan loss provisioning.
  • Share in-depth knowledge of consumer business unit credit risk processes, as they relate to Capital Management to facilitate effective portfolio management of LFS's credit risk profile
  • Assist with the explanation of movements across plans/ time/output generated from all Capital Management deliverables including: Capital Adequacy, Stress Testing, Loss Forecasting and Loan Loss Provisioning.
  • Maintenance of capital models and decision models for retail consumer and commercial portfolios.

Experience:

  • 6+ years in consumer or commercial risk management
  • 2+ years experience within credit risk
  • Ability to think Strategically
  • Excellent communication skills
  • Excellent analytical and statistical skills
  • strong stakeholder management skills
  • understand regulatory bodies (IAS39,IFRS9,Basel)
  • Understanding stress testing and liquidity risk management is desirable
  • SAS
  • Strong modelling experience