AddressAbout the role
Role Location: Melbourne
Role Type: 12 month opportunity
This is an opportunity to join the Credit Models team within Risk Metrics and Measurement as part of a broader project to automate the collection of loss data for non-retail defaulted customers to support future credit risk capital and provisioning modelling. The Credit Models Team are primarily responsible for the development of credit risk models across retail and non-retail customers.
What will your day look like
This role is accountable for:
- Conducting data analysis of non-retail (i.e. small business, commercial and corporate) defaulted customers to calculate risk metrics (Exposure at Default and Loss Given Default)
- Developing data quality controls to ensure accurate and complete data
- Supporting the design of a new system, including data model, for loss data management and collection
- Identifying data in lending systems to source into the new system
- Documenting detailed business requirements and identifying substandard business processes to source data into a new cloud-based solution for the purpose of loss data management
- Providing support to obtain internal project and compliance approvals
- Developing forward-thinking prototypes that promote increased efficiency and productivity
- Researching LGD methodologies, documenting the outcomes and seeking endorsement.
- User acceptance testing
What will you bring?
- 3+ years’ experience working as a Business Analyst or Data Scientist or Credit Modeller or similar
- Proven analytical abilities with ability to translate data into actionable insights
- High proficiency with SQL language
- Experience in soliciting and documenting business requirements
- Excellent communicator
- Proficiency in data science scripting languages (SAS, Python, R)
- Practical experience generating process documentation
- Credit Risk Modelling (PD, EAD, LGD) experience
- Experience in sourcing data from lending systems such as CAP, CACHE
- Subject matter expertise in Small Business, Commercial or Corporate default work out processes
- Ability to engage with stakeholders and document credit processes related to the collection of loss data
So, why join us?
As a Purpose-led bank, we’ve committed to delivering commercial and societal outcomes across environmental sustainability, financial wellbeing and household affordability. We deliver these sustainability commitments with our customers, in our business and across the communities where we operate.
But it’s not just our customers who’ll feel your impact. You’ll feel it too. Because at ANZ, you’ll have the resources and community you need to take the next big step in your career, towards even bigger things in the future.
We offer a range of benefits tailored to the countries in which we operate including Health and Wellbeing programs and flexible working arrangements.
You’ll also enjoy working in a diverse and inclusive workplace where the different backgrounds, perspectives and life experiences of our people are celebrated. We encourage you to talk to us about any adjustments you may require to our recruitment process or the role itself. If you are a candidate with a disability, let us know how we can provide you with additional support.
To find out more about working at ANZ or to view other opportunities visit www.careers.anz.com. You may apply for this role by visiting ANZ Careers and searching for reference number 40661.
Job Posting End Date
14/06/2023
, 11.59pm, (Melbourne Australia)
