Manager Credit Models

About the Role

As Manager, Credit Models in NZ Risk Metrics Measurement at ANZ, you ll play a key role in helping to deliver on key modelling activities pertaining to the NZ credit decision, capital and provisioning models.

Role Type: Permanent
Role Location: Manyata Tech Park, Bengaluru
Work Hours: 7 AM to 4 PM

What will your day look like

As Manager, Credit Models, you will:

• Independently manage day-to-day governance and operation of credit decision, capital and provisioning models, across development, validation, performance monitoring and ongoing model lifecycle management activities.
• Independently support ongoing management of end-to-end processes pertaining to credit rating tools used in NZ, as also day-to-day resolution of issues relating to compliance around regulatory capital adequacy framework, wholesale judgemental credit requirements and other assessments, as needed.
• Lead and coordinate model, strategy and implementation activities across NZ and global stakeholders, ensuring dependencies are managed, timelines are met and outcomes are delivered to agreed standards.
• Drive continuous enhancement of model risk management practices, including model performance monitoring, model health reporting, governance uplift activities and regulator-ready documentation for credit models.
• Contribute to the design and implementation of next-generation risk modelling capabilities, leveraging analytical techniques, automation and data-driven insights to improve model effectiveness and operational efficiency.

What will you bring

To grow and be successful in this role, you will ideally bring the following:

• Previous experience in developing / validating credit decision, capital and provisioning models, with ability to work with large, complex datasets.
• Sound knowledge of credit risk data, rating tools, source systems and downstream capital/reporting processes.
• Strong programming skills in SAS and SQL
• Strong problem-solving skills
• Proven analytical judgement and stakeholder management skills
• Strong written and verbal communication skills

You re not expected to have 100% of these skills. At ANZ a growth mindset is at the heart of our culture, so if you have most of these things in your toolbox, we d love to hear from you.

Disclaimer: This job posting has been aggregated from external source. Role details, content, and availability are subject to change. Applicants are advised to confirm the latest information directly on the company website before applying.