Wholesale Stress Testing

3 weeks ago


Melbourne, Australia ANZ Banking Group Full time

About the role
Opportunity to mentor and coach stakeholders provisioning and capital forecasts/ stress tests and outcomes
Build your career your way

About The Role

**Role Location**: 839 Collins Street, Docklands VIC 3008

**Role Type**: Permanent

In this role, you will undertake stress tests and forecasts of the key credit metrics for the Group. This will be achieved through:
Improving the efficiency, consistency and accuracy of the credit metric estimates (IP, CP, Credit RWA, IEL and related balance sheet categories)
Managing and understanding the impact of economic, business, regulatory, methodology and other changes on credit metrics and forecast/stress test outcomes
Support the management of the risk for stress testing for Australia and ANZ International countries
The ability to think away from traditional banking structures to grow the way that stress testing and forecasting is completed for new risk types
The role is also required to support other Enterprise Risk initiatives from time to time.
What will you bring?

To be successful in this role, you will ideally bring the following:
Organised, disciplined and forward-looking work ethic
Understanding of risk measurements and approaches
Strong stakeholder engagement. Ability to form close working relationships with a variety of business, technical and other experts
Understanding of Programming languages (SAS/SQL/R). Provide Modelling/Analytical support relating to forecast/stress testing outcomes
Understanding of requirements of IFRS 9/ICAAP regulatory exercise for capital planning and stress testing
Knowledge of the Group’s credit metric methodologies and processes
Ability to influence/negotiate at all levels of the organisation and across geographies
Knowledge of statistical models and techniques. Excellent problem-solving skills with tertiary qualifications in Economics/ Mathematics/ Statistics
Understanding of the banks business activities and related risk requirements
An ability to maintain delivery to tight timelines.
So, why join us?

As a Purpose-led bank, we’ve committed to delivering commercial and societal outcomes across environmental sustainability, financial wellbeing and household affordability. We deliver these sustainability commitments with our customers, in our business and across the communities where we operate.

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 and community you need to take the next big step in your career, towards even bigger things in the future.

We offer a range of benefits tailored to the countries in which we operate including Health and Wellbeing programs and flexible working arrangements.

Job Posting End Date

22/02/2023, 11.59pm, (Melbourne Australia)


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