Tertiary qualifications in quantitative discipline
Strong data management and programming capability
Experience developing quantitative models
The Group Stress Testing team assesses the strength of the Group's balance sheet across economic, financial, and emerging risk scenarios
Job Summary
The Group Stress Testing team assesses the strength of the Group's balance sheet across economic, financial, and emerging risk scenarios.
Managers will be responsible for managing and enhancing credit, income, and balance sheet models used to assess profitability and capital outcomes.
The role requires strong stakeholder engagement with Group Treasury, Risk, Finance, and the broader Group to deliver high-quality stress testing outcomes.
Matching Summary
The Group Stress Testing team assesses the strength of the Group's balance sheet across economic, financial, and emerging risk scenarios.
Skills & Requirements
Must-have
Tertiary qualifications in quantitative discipline
Strong data management and programming capability
Experience developing quantitative models
Financial or credit risk modelling experience
Nice-to-have
Knowledge of Australian prudential regulatory environment
Understanding of model risk management
Experience with Resolution Planning
Climate risk assessment experience
Ability to explain complex concepts simply
Key Requirements
Tertiary qualifications in mathematics, statistics, engineering, or economics
Experience with SQL, R, Python, or SAS
Proven experience in quantitative model development
Understanding of APS prudential standards (desirable)