Senior Analyst, Model Governance – Credit Risk / SAS with | Ethos BC

Job Search Accounting, Audit & Finance

Location: Sydney

Salary: $100000 – $120450 per annum

Job Type: Permanent

Ref: BH-158184

Contact: Eugena Gong

Posted: almost 4 years ago

The Role

This role sits within a vibrant and collaborative team of Model Governance professionals, with the objective to establish and maintain a robust credit risk model governance framework, and support the ongoing model monitoring of the Group.

The Accountabilities

- Manage ongoing monitoring of credit risk (retail & non-retail) models leveraged to establish and maintain ‘best practice’ risk management.
- Proactively engage credit risk modellers, product risk managers, data and system team, project teams, independent model validators, regulatory affairs team and group risk governance team to keep up-to-date with most recent developments across the group.
- Ensure core modelling data is managed and maintained to facilitate compliance, to meet business requirements and also APRA’s Data Management Framework (e.g. CPG235).
- Facilitate regular credit risk model monitoring forums and reviews of model monitoring outcomes.
- Enhance existing model monitoring framework by adopting the use of BitBucket and Tableau.




- Collaborate with various stakeholders to ensure data transition from warehouse to discovery environment to production environment is efficient and robust.
- Keep track of risk issues and resolutions, recommend remedial action required to address marginal or unsatisfactory model performance.
- Execute delivery of data requests and supporting analysis required for APRA annual IRB validation.

The Requirements

- 3+ years experience in credit risk analytics / management, with detailed understanding of data management, business and consumer portfolios across brands, underlying systems and data.
- Understanding of analytics, models and data to facilitate effective credit risk management.
- Can take initiatives in identifying new opportunities to enhance existing business processes through the use of statistical models and tools.
- Positive communication and stakeholder management skills, with the ability to learn and adapt.
- Tertiary qualifications (Quantitative, Actuarial, Statistics or other relevant degree) or equivalent business experience.
- Technical orientations – SAS programming, SQL, R, Excel with VBA, Word, PowerPoint, Bitbucket and Tableau.

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📌 Senior Analyst, Model Governance – Credit Risk (Sydney)
🏢 Beathchapman Pte
📍 Sydney