Executive Manager, Credit & Advanced Analytics
Executive Manager, Credit & Advanced Analytics, Model Risk
Get set for your next great career move.
How will I help?
- Based in Sydney CBD
- Brand new role
- Make an enterprise-wide impact
What's in it for me?
- This is a new opportunity to lead the independent validation team that provides oversight, insight and control in relation to credit, machine learning and algorithmic trading models.
- This team covers credit models including IRB, risk grading, provisioning, stress testing, scorecard and property valuation models. You will also be responsible for governance framework and validation activity associated with Machine Learning and Algorithmic Trading models.
- Represent Model Risk at committees, design council and project advisory groups
- Contribute to policy and reporting as it relates to credit, machine learning and algo trading models.
- Foster a culture of learning, with a relentless focus on continuous improvement within the team
You will build your profile internally and externally with stakeholders and be part of the future of a business that has been around for 200 years and whose vision is becoming the world's best service company.
You'll be working for an organisation that supports development, internal career moves and flexible working. Along with competitive salary, you'll receive Westpac's generous benefits and a whole array of customer discounts. Being an integral part of the Westpac, you will constantly be challenging the status quo and deliver high quality customer outcomes. What do I need?
Along with Excellent tertiary qualifications in a mathematics discipline, we are looking for:
What is it like to work there?
- Fluency in programming (R, Python, SAS) and associated data science tools (Docker, Git, analytic notebooks such as Jupyter/RMarkdown).
- Clear understanding of regulatory requirements (APS 112, 113, 220, IFRS 9).
- 15 years' experience within a credit quant or data science team including managing a broad scope of responsibilities with an execution and continuous improvement focus.
- Financial markets knowledge and policy development experience is desirable
At the Westpac Group, we have a vision to be one of the world's great service companies - this means helping our people, customers and communities to prosper and grow. We aim to be leaders in diversity, flexibility and as an equal opportunity employer.
You will join one big, supportive team and working with us you'll discover new ways of working, and an exciting range of roles to showcase your skills. As an equal opportunity employer, we're proud to have created a culture where people can be their best, in an environment that values diversity and flexibility. And one where everyone belongs. How do I Apply?
Start here. Just click on the APPLY