Associate Stress Testing

20 hours ago

Melbourne, Australia NAB - National Australia Bank Full time

**Work type**: Permanent Full time
**Location**: VIC- Melbourne CBD, VIC- Melbourne inner
- **Use your expertise to drive positive outcomes for our customers**:

- **You’ll be supported to manage your career, work and life**:

- **You’ll be encouraged to experiment and find out where you excel**

**It’s more than a career at NAB. It’s about more opportunity, more moments to make a difference and more focus on you.**

Your job is just one part of your life. When you bring your ideas, energy, and hunger for growth to us, you’ll be recognised and rewarded for your contribution in return. You’ll have our support to excel for our customers, deliver positive change for our communities and grow your career.

It’s a good time to see what more you can find at NAB as Associate Stress Testing.

To support the Head of Stress Testing in the development, maintenance and running of credit risk stress tests, including associated infrastructure.

The role exists to specifically prepare and run credit risk stress tests using NAB’s Stress Testing Engine (R-based), maintain and develop this model, and provide analysis and insights based on stress testing results.

**Key Accountabilities**:

- Preparation and running of portfolio credit stress tests using NAB’s credit risk stress testing engine (R software based). This is stressing the portfolios to assess the impacts of key metrics such as Credit Impairment Charges (CIC) and Risk Weighted Assets (RWA);
- 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

**What you will bring**:

- 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

**A diverse and inclusive workplace works better for everyone.**

At NAB, we are intent on building a culture we can all be proud of. One based on trust and respect. An uplifting environment where every single one of us feels appreciated and empowered to be our true, authentic selves. A diverse and inclusive workplace where our differences are celebrated, and our contributions are valued. It is a huge part of what makes NAB such a special place to be.

**More focus on you**
We are committed to delivering a positive experience for our colleagues and a workplace you can be proud of. We support our colleagues to balance their careers and personal life through flexible working arrangements such as hybrid working and job sharing and competitive financial and lifestyle benefits. We invest in our colleagues through world class development programs (Distinctive Leadership and Career Qualified in Banking), and empower you to learn, grow and pursue exciting career opportunities. For more information, please click here

**Join NAB**
If you think this role is the right fit for you, we invite you to apply.

If you require any reasonable adjustments to the recruitment process or the role, please let the recruitment consultant know.

Please note unsolicited CVs from agencies will not be accepted.

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