Senior Credit Risk Analyst

4 weeks ago


Auckland City, New Zealand ASB Bank Full time

Are you a recent graduate that prides yourself on having great data statistical and modelling skills with the ability to extract, interpret and communicate data with insight? Perhaps you already come with good experience in banking credit/risk and are now keen to experience ASB's world class Credit Risk Analytics division. If you answered yes to either of the above, this could be the perfect opportunity you've been looking for

We are looking for an individual with the aptitude, attitude and enthusiasm to be a standout modelling analyst. On offer, is the chance to join ASB's Retail Modelling team in Credit Risk Management. This team has responsibility for the models that determine the levels of capital and provisioning the bank holds for its retail lending products, both 'now' and in the future. You will support the development of these models, ensuring they are fit for purpose. You will be the trusted business adviser to consumers of the model outputs by providing key insights into their trends, levels, drivers and movements. Both the business lending team and the finance team rely on a clear and deep understanding of these models to optimise the financial performance of the bank.

**Your main responsibilities**:

- Extract and manipulate large data sets to support model development
- Understand the technical model design, provide challenge to the developers during the model build process, and undertake analytics required to support development and optimisation of credit risk models
- Become the expert in portfolio performance from a capital and impairment perspective, and articulate emerging trends and their drivers to key stakeholders
- Present statistical results to non-technical business audiences
- Monitor performance of and recommend changes to models

**What we are looking for**:

- Enthusiastic, self-motivated and tenacious problem solver
- Understanding of using step-wise regression or alternative statistical techniques
- Knowledge of capital and provisioning particularly in regard to retail lending products would be preferable
- Good interpersonal and relationship management skills and confidence to communicate effectively at all levels of the organisation
- Proficiency in SAS, SQL or R
- Relevant experience in data analytics within a credit risk management or finance area would be an advantage

**Working for ASB**

In return, you will work for an organisation that places huge importance and focus on its people, where the sky is the limit for development and career opportunities. You will work in a successful and supportive team environment and be a part of the growth story that is ASB.

ASB is committed to fostering a culture where people are engaged, passionate and valued - living our values every day is integral to achieving our purpose.

In our diverse and accepting environment, our people grow their agile mind-set, learn, evolve and utilise their skills, while being empowered to make decisions.

**For more information, please see Position Description below.**

**Applications close: 27**th** Jan 2023.**

**If this role sounds like it might be the one for you then please click "apply".**

**Job Details**:
**Reference #**
- LS153324**Posted on**
- 12 Jan 2023**Closes on**
- 27 Jan 2023 17:00**Location(s)**
- ASB Group locations, Auckland**Company**
- ASB Bank**Expertise**
- Analytics, Credit & Risk, Data, Finance, Risk**Work type(s)**
- Full Time**More details (document)**
- pd+-+sa+irfs9+and+irb+modelling.pdf**Additional information



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