Job Description

About the role
ECL models are a key element in determining the bank's provisioning, which is announced to the market regularly and audited by KPMG. This role is part of a new team that is being formed to ensure an ongoing healthy suite of ECL models across wholesale and retail. This will include building and maintaining ECL models, remediating existing model issues and supporting ECL model users in running and interpreting the models in BAU.
This role is accountable for:
Building ECL models across wholesale and retail, which would be used to determine and manage loan loss provisions under the IFRS9 standard. This would include a diverse range of modelling projects by location, industry, division, complexity, and size, run according to ANZ standards and procedures.
Supporting model users in running the ECL models and interpreting the results, including any offline or out-of-cycle calculations as part of the ECL BAU process.
Supporting her/his (Senior) Manager in investigating new modelling techniques and required data and investigating/researching the application of latest data science developments and machine learning techniques to ECL modelling.
Presenting results in meetings and discussing results with stakeholders including model users, internal model validation, internal audit, external audit, and the broader credit modelling team, i.e., retail modelling, wholesale modelling and stress test modelling.
Growing into subject matter expert in the development of ECL models.
Contributing to modelling team code libraries.
Delivering high quality documentation.
About You
Experience with analytical packages (R, Python, SQL, SAS).
3-5-year experience with (retail or wholesale) credit risk modelling and a good understanding of credit metrics.
Understanding of finance and the commercial environment in which ECL models are used.
Strong analytical, numerical, research and problem-solving skills. Attention to details.
Excellent written and verbal communication.
Ability to plan and prioritize to deliver the best outcomes.
Cloud computing and data skills.
Experience / exposure to banking data across retail / wholesale areas.
Knowledge of machine learning techniques.
Tertiary qualification in Finance, Statistics, Operations Research, Mathematics or Econometrics, or related field.
What will you bring?
We know not everyone will bring all of the skills and experience, and at ANZ we are focused on people bringing a growth mindset to their approach to work. Some of the skills we are looking for are below, but don't worry if you don't have all of these as learning on the job is the way we work.
But back to some of the skills -
Customer coaching mindset
Leadership experience
Role models a strong customer focus, preferably with retail experience
Enjoys working in a collaborative team environment
Ability to multi-task, highly adaptable to change and ambiguity
Proactive, shows initiative and keen to try new things i.e. new technologies
About ANZ
At ANZ, everything we do boils down to 'why' - our purpose - to shape a world where people and communities thrive. We're just as focused on seeing our people thrive as well as our customers. We'll give you every opportunity to develop your career.
We are responding faster to changing customer requirements, focusing on the things that matter the most, energising our people, eliminating waste and reducing bureaucracy.
A happy workplace is a thriving one. So in order to attract and keep the best talent, and say thanks for the hard work, we make sure all our employees are rewarded.
ANZ recognises the value of an inclusive and diverse work environment. We take pride in the diversity of our people and encourage applications from diverse candidates. Our recruitment decisions are based on the key inherent needs and requirements of each role, and candidates are selected based on their unique strengths and characteristics.
We work flexibly at ANZ. Talk to us and let us know how this role can be flexible for you.
Job Posting End Date
21st September 2022, 11.59pm, (Melbourne Australia)