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Manager, Credit Model Analytics

2 months ago

Sydney, Australia Commonwealth Bank of Australia Full time

Manager, Credit Model Analytics

At CommBank we believe in working somewhere that works for you. We have many flexible working options available so talk to us about which arrangements could work best for you.

**You are** a curious and enthusiastic individual with a true passion for data, analytics and modelling.

**We are** a committed team responsible for delivering transparency and oversight of credit model performance

**Together we will** effectively manage credit models within Business Banking and deliver strong outcomes for the Group

**Do work that matters**:
Risk Management is responsible for developing and deploying the risk frameworks to allow the Group to take conscious exposures to credit, market, operational, compliance and insurance risks within a Board-approved appetite.

**See yourself in our team**:
You will be accountable for overseeing credit models for CBA's Business Banking (BB) and Institutional Banking & Markets (IB&M). You will use your expertise in statistics and modelling to effectively conduct performance monitoring and fit for purpose validations of credit risk models used in capital and provisioning calculations.

**Key responsibilities**
- **Model Performance**:Analyse the performance of existing IRB and IFRS9 credit risk models. Provide insight on their strengths, limitations and adequacy of usage. Put forward recommendations for improvements and present findings at technical forums. Continually improve the model performance monitoring capabilities by developing monitoring tools, data assets and dashboards.
- **Accountability**:Representing the model owner and monitoring team at stakeholder forums throughout the model lifecycle management process (including data, development, validation, monitoring, implementation and governance). Maintain the Group Model Register and other model management activities.
- **Stakeholder Management**:Effectively presenting model performance results and their business implications to working groups and technical forums. Proactively address and respond to developer, audit and regulatory queries and/or issues pertaining to models. Maintain sound relationship with development, validation, BU risk teams and other stakeholders.
- **Documentation**: Documenting the validation findings, raising appropriate actions for effective model management, to enable stakeholders to understand the strength and limitations of the model and associated impacts.
- **Business Impact**:Evaluating model performance challenges, including assessment of the business impact of current performance or new and updated models on risk measures or processes, ensuring the models are fit for ongoing use.

**We're interested in hearing from people who have**:

- Strong skills in data analytic, modelling and visualisation using R, Python and SQL with experience in handling large and complex datasets.
- Experience in model development or model validation.
- Tertiary qualifications, with above average academic achievements, in a quantitative discipline such as mathematics, statistics, econometrics, actuarial science, engineering and data science. A solid foundation mathematical and statistical techniques is essential.
- Experience with managing stakeholders and resolving disputes.
- Solid time management and prioritisation skills with ability to work independently and to strict timelines.
- Experience with the Basel regulatory standards and APRA regulations regarding credit risk.
- Demonstrated skills in written and verbal communication, including ability to translate complex concepts into simple language for a range of technical and non-technical audiences.

**At CBA we are dedicated to building a diverse, inclusive and authentic workplace. So, if you're excited about this role but your past experience doesn't perfectly align with everything in this job advert, we encourage you to still apply.**

**If this sounds like you, please **

We're aware of some accessibility issues on this site, particularly for screen reader users. We want to make finding your dream job as easy as possible, so if you require additional support please contact HR Direct on 1800 989 696.

Advertising End Date: 14/02/2024

Job ID REQ198135

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