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About The Role
- Work for a leader in Flexibility in the work place
- Collaborative and high performing team
- Highly engaged culture aiming to support your development
Role Location: 839 Collins Street, Docklands VIC 3008
Role Type: Permanent, Full-Time
As a Wholesale Modelling Analyst
, this role requires you to analyse the credit risk of ANZ’s wholesale customers by developing models that predict default risk, losses and exposures in order to have correct assessment of the bank’s capital and to meet regulatory requirements.
- Analysis and estimation of the drivers of credit risk of ANZ’s wholesale customers according to internal standards and regulatory requirements.
- Assessment of emerging risks on the various portfolios, geographies and business units within ANZ.
- Learn and run the current modelling processes to ensure efficient production of results and apply quantitative knowledge to risk estimation and model building.
- Contribute to presenting results in meetings and discussing results with stakeholders.
- Ensure all services delivered comply with ANZ Group Risk strategy, policies, processes and standards and with external regulatory requirements.
To be successful in the role, you will have the following skills, knowledge and experiences:
- Quantitative degree in statistics, actuarial, econometrics, mathematics, physics, engineering or related field.
- Programming experience in R/SQL/Python/Matlab/SAS and excel skills are essential.
- Ideally 3 years of experience with credit risk (retail or wholesale), or statistical modelling. A good understanding of wholesale credit metrics is essential.
- Knowledge of machine learning techniques desirable.
- Very good written and verbal communication.
- Problem solving skills and attention to detail.
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 and encourage you to talk to us about how this role can be flexible for you and 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.anz.com/careers. You may apply for this role by visiting ANZ Careers and search for reference number Taleo Job Code (AUS136469)