Credit Risk Stress Test Specialist

7 days ago


Melbourne, Victoria, Australia beBeeRiskAnalysis Full time $115,200 - $141,208

Job Summary

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As a key member of our team, you will be responsible for supporting the Head of Stress Testing in the development, maintenance and running of credit risk stress tests.

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The role exists to specifically prepare and run credit risk stress tests using R-based software, maintain and develop this model, and provide analysis and insights based on stress testing results.

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Key Responsibilities:

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  • Preparation and running of portfolio credit stress tests using R-based software">
  • Checking and analysing stress tests for accuracy and reporting on results">
  • Preparation and reconciliation of data extract used for credit risk stress testing">
  • Preparing credit risk expert panel materials and contributing to the discussion">
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Requirements

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  • 2+ years' experience working in a financial organisation in a modelling / analytical / data capacity">
  • R-based programming skills (intermediate)">
  • Quantitative skills sufficient to understand credit models and related concepts">
  • Attention to detail">
  • Ability to prioritise work based on cost / benefit">
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NAB Culture

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We are committed to creating an inclusive workplace where every colleague feels valued and empowered to be their true self. We believe that diversity drives innovation and we're passionate about building a culture that reflects the communities we serve.

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