Manager, Ifrs9 Modelling

Role can be based at Sydney, Melbourne, Brisbane or South Australia

**How will I help?**

In this role you will look into the delivery of core predictive analysis, modelling and model performance activities for Westpac Group portfolios in the areas of credit capital, provisions (IFRS-9).

You will develop statistical models to establish and maintain ‘best practice’ risk management including Probability of Default, Loss Given Default and Exposure at Default models. In addition, you will design, maintain, enhance and document provisioning models.

Some of the other responsibilities includes working with other Senior Managers and Executive Managers within Risk Analytics to drive alignment and convergence of methodologies. You will conduct reviews of Provisioning models and engage with Model Risk for validation and annual reviews. In addition, you will work with broader Risk Analytics team to progressively evolve and enhance modelling data, tools, governance and controls.

**What’s in it for me?**

You’ll play a significant part of the future of a business that has been around for 200 years. Our purpose is of creating better futures together. So, we’ll back you in the development of your career, internal career prospects, and flexible working. You’ll also keep learning to grown, backed by a fantastic team of people with a can-do, supportive structure. Whatever shape your family takes, we offer generous paid and unpaid parental leave for your nominated primary and support carers. This includes leave to organise adoptions, surrogacy, and foster care arrangements. And we continue to pay your super contributions while you take all the time you need to get your new family settled.

**What do I need?**

You’ll have at least five years of experience in an analytical team or a comparable role and possess sound statistical knowledge and expertise in data management, with the ability to handle and manipulate large datasets effectively. You’ll have advanced programming skills in SAS, Python, SQL, R, Matlab, or similar languages. Tertiary qualifications in Maths, Statistics, Quantitative, Business, or a related field, or equivalent business experience are preferred.

Additionally, you’ll demonstrate a commitment to delivering high performance and be capable of working effectively in a team environment. Adaptability and a strong ability to learn are essential, as well as a proactive approach to problem-solving. Excellent verbal and written communication skills are necessary for effective collaboration and conveying information in this role.

**What is it like to work there?**

We aim to provide one big, supportive team to help us achieve our purpose of creating better futures together. As well as competitive remuneration and a great culture, joining the Westpac family means you will get some of the best banking, wealth and insurance benefits in the market.

We back our employees by helping them work towards industry-recognised qualifications, using online learning, training modules and career planning tools for you to grow with us. We will even pay you to do volunteer or community work.

As an equal opportunity employer, we are proud to have created a culture and work environment that values diversity and flexibility - and champions inclusion.

**How do I apply?**

Start here. Just click on the **APPLY **button.

**Do you need reasonable adjustments during the recruitment process?**

At Westpac we are committed to providing a supportive culture and creating inclusive and accessible workplaces, branches, products and services for our customers, employees, and community.