17 Jan

Manager Group Model Validation Jobs Vacancy in Anz Banking Group

Manager Group Model Validation
Anz Banking Group
17 Jan, 2018 30+ days ago

Anz Banking Group urgently required following position for Manager Group Model Validation. Please read this job advertisement carefully before apply. There are some qualifications, experience and skills requirement that the employers require. Does your career history fit these requirements? Ensure you understand the role you are applying for and that it is suited to your skills and qualifications.

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Manager Group Model Validation Jobs Vacancy in Anz Banking Group Jobs Details:

Role Purpose The role is focused on the Group’s governance framework overall retail and wholesale credit decision models and related tools globally. This includes the approval of the changes to existing/development of new Credit Decision Systems and related infrastructure, as well as optimisation of Group Model Validation’s (GMV) internal tools, processes and risk reporting. Provide ongoing support to other Retail and Wholesale GMV streams globally Major Responsibility Area Credit Model Strategy and Optimisation

  • Support the development of GMV’s AIRB (PD,EAD,LGD) and non-AIRB estimates validation framework
  • Assist with the development of the Asia Pacific Retail Validation Framework, including developing and maintaining a comprehensive model performance monitoring framework
  • Provide ongoing support to GMV streams focusing onAustralia and NZ Retail not only limited to new models; also extend secondary support to GMV’s annual validation process.
  • Support the optimisation of GMV’s internal processes and tools by focusing on:
  • risk reporting and scorecard monitoring
  • data cleansing and data quality
  • increasing process automation and
  • quality control procedures and testing
  • Assist with regular reporting on model performance Relationship Management
  • Focus on proactively working with the stakeholders, including GMV Senior Managers, Global Retail Modelling (GRM), OTSS/Technology Groups and Business Unit Risk representatives to develop an effective approval process for Credit Risk Models and Systems implementation, focusing on AIRB and non-AIRB models and related capital estimates Adopt a pro-active communication and business engagement strategy to anticipate future business needs and keep key stakeholders informed of key portfolio trends and developments
Undertake Model Validation and Reporting
  • Assist with the completion of the approval process for Retail Business Unit or GRM proposals for changes to decision models and/or strategies and related tools
  • Ensure model developments conform to ANZ (GMV) approved build standards
  • Contribute towards validation and testing of new or changed credit risk models prior to their implementation.
  • Establish effective and repeatable processes for the validation and monitoring of retail credit risk models
  • Provide succinct and regular reporting on model performance to GMV Senior Managers, BU’s and other stakeholders
  • Provide statistical analysis and support for improvements to current automated credit processes
  • Assist with calculation of the Model Performance Indicator (MPI) ratings for ANZ Model host systems / applications / tools Essential Experience Profile/Competencies
  • Post graduate qualifications in statistics, econometrics or mathematics
  • Significant experience in building credit scoring and other credit risk models across a broad range of retail products (4+ years)
  • Good Knowledge of Expert Systems, Regression Models, Simulation Models, Decision Trees, Analysis of Survival data
  • Advanced statistical software skills, including SAS, Access and Excel.
  • Advanced SQL skills
  • Experience in developing and automating risk MIS
  • Effective verbal and written communication and business engagement skills
  • Strong focus on quality control and attention to detail Desired Experience Profile/Competencies
  • Knowledge of the Basel 2 regulatory framework and capital measurement techniques (incl. PD, LGD, EAD models)
  • Exposure to Wholesale/Corporate Credit Models
  • Risk management and model building experience in Operational or Market Risk
  • Knowledge of Retail or Wholesale Credit Decision Systems and associated infrastructure
  • Advanced VBA skills
  • Strong project management skills - ability to lead multiple projects/work on completing priorities
  • Good-Knowedge / Experience with using Mainframe systems, Client / Server systems, Relational Databases and performing data extraction For any quires please reach out to poornima.hg@anz.com

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