Modeller

2 weeks ago

Sydney, New South Wales, Australia Westpac Group Full time

Create your best future and join Westpac as an **Analyst, Model Monitoring**
- Permanent Full-time opportunity
- Open on location
- Hybrid working model

**What's the role?**

Sitting within the Risk Analytics and Insights Business Unit, this Analyst, Model Monitoring role will conduct credit risk model monitoring to measure model performance and highlight any potential issues and areas for improvement to model owners and developers.

This involves:

- Support the generation of model monitoring results for credit risk models across the Group on a regular basis
- Support the creation of monitoring processes for newly created and implemented models
- Support the execution of monitoring improvements
- Support insightful analysis to model owners and developers for decision making
- Support participating in model monitoring review meetings
- Presenting monitoring results through data visualisation

Other major accountabilities include:

- Support the ongoing performance of credit risk models (PD, LGD, EAD, IFRS9)
- Maintain and enhance existing model monitoring framework with visualisation tools (e.g. SAS, BitBucket, Tableau)
- Contribute to credit risk projects to transform Westpac's modelling environment
- Document monitoring processes and procedures

**What do I need?**
- Basic or rudimentary understanding of credit risk frameworks and modelling processes within a banking environment.
- Demonstrated experience using data programming skills such as SAS, SQL, Excel and Tableau.
- Knowledge of IT principles and system development lifecycle and data management.

**Why join us?**

We're obsessed with becoming our customers #1 banking partner for life and we're looking for people who are passionate about helping us achieve that goal. In return we're committed to making Westpac the best place to work in the country. Here are just a few of the ways we're already doing that:

- Special offers on banking products and discounts from top brands, including generous employee-only mortgage rates
- Flexible work arrangements to help you achieve a greater work/life balance, and a variety of leave options including Culture, Lifestyle and Wellbeing leave.
- Tailored learning and development opportunities to help your grow your career within the bank.
- Lots of opportunities to 'give back' to the Community by getting involved in our many volunteering initiatives
- Other divisional specific benefit - (*e.g. paid CFA qualifications* or relevant industry training)

**Create your future today**

To get started, simply click on the APPLY or APPLY NOW button

We're all about creating a supportive and inclusive community. We welcome everyone - no matter your age, gender, background, or abilities. We also provide additional support to welcome our veterans, Indigenous Australians and neurodiverse community.

If you need any adjustments during the recruitment process, you can find out more information and additional contact details by visiting the "People with Disability and/or needing Accessibility Requirements" page on our website.

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