
Senior Credit Risk Stress Tester
7 days ago
Credit Risk Stress Testing Professional
We are seeking a highly skilled Credit Risk Stress Testing professional to join our team. In this role, you will be responsible for executing portfolio credit stress tests using NAB's credit risk stress testing engine (R-based software).
You will assess and analyze stress tests for accuracy and deliver key insights and reporting on stress test results. Additionally, you will assist in testing strategic changes to the credit risk stress testing approach and methodology.
Key Responsibilities:
- Execute portfolio credit stress tests using NAB's credit risk stress testing engine.
- Assess and analyze stress tests for accuracy.
- Deliver key insights and reporting on stress test results.
- Assist in testing strategic changes to the credit risk stress testing approach and methodology.
Requirements:
- Proven experience working within a data modeling, analytical, and/or data capacity.
- Demonstrated analytical skills and evidence-based decision-making skills.
- Excellent R and SQL programming skills paired with a strong ability to work with Excel.
- A quantitative skillset or knowledge to understand credit models and related concepts is desirable.
- A background or qualification in commerce, economics, programming, engineering, or in data science/programming would be highly advantageous.
What We Offer
We offer a diverse and inclusive workplace that values equity and respect. Our people make us who we are, and we strive to create an environment where everyone feels valued and appreciated for being their authentic selves.
How You Will Thrive
You will thrive in this role if you have a passion for data analysis and are able to communicate complex ideas effectively. You will be expected to have a strong understanding of data analysis and possess excellent problem-solving skills. A strong attention to detail and ability to work well under pressure are also essential.
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