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Manager, Model Validation

Location: Melbourne, Victoria Salary: competitive
Sector: Credit Analysis Type: Permanent

Responsibilities

  • Create and sustain meaningful relationships with stakeholders and regulatory bodies
  • You will be maintain productive working relationships across Group Risk Management with model development team, model user teams etc.
  • Formulate opinions on Model Risk and develop Model Risk provisioning methodologies to safeguard against model assumptions/limitations
  • Ensure all validation work is documented, transparent and can be reproduced

Experience

  • Experience with managing a small team (desirable)
  • Proven non-retail credit risk modelling or model validation experience covering Internal Ratings Based (IRB), provisioning and risk grading models.
  • A self-starter who can prioritize multiple tasks, be resourceful and able to research and find solutions.
  • Write and present to clients clear and concise reports and presentations containing meaningful recommendations.
  • Direct and deliver significant engagements that deliver value to clients through project management, creation of deliverables and knowledge transfer.

Qualifications

  • Tertiary qualifications in a quantitative discipline (e.g. Economics, Finance, Mathematics, statistics)
  • Experience with SME retail IRB, stress testing and economic capital modelling is a highly advantageous.
  • Advanced knowledge of SAS, R, SQL, Microsoft Word and Excel
  • 4-5 years' experience in a related role
  • Excellent written and inter-personal communication skills, particularly the ability to explain complicated issues in an efficient and effective manner. You should have demonstrated an ability to communicate with influence

Sthree Australia is acting as an Employment Agency in relation to this vacancy.