Stress Testing

Here at ASB, the customer is at the heart of everything we do, and our Corporate Analytics team are passionate about using data analytics to provide key insights, ensuring that our corporate portfolios are managed within the bank's risk appetite.

**Mo te tūranga** | **About the Role**:
**Specialist - Stress Testing & Provisioning**
- Lead and perform both internal and regulatory Stress Tests for the Non-Retail portfolio which will involve use of complex models and, a degree of expert judgement. Interpreting stress scenarios to ensure the nature of the stress test is well understood and insightful results are produced
- Provide directional leadership for stress testing, interpret stress scenarios to ensure the nature of the stress test is well understood and ensure the results are anticipated
- Responsible for preparation and presentation of stress testing results analysis and related documents for Board, Stress Testing Steering Committee, Risk Appetite Forums, RBNZ and Group
- Develop roadmap of internal stress tests linked to changes in the external environment with linkage and informing risk appetite
- Build strong stakeholder relationships within business, Group and regulators
- Manage Stress Testing related model codes to accommodate the requirements for each Stress Testing and ensure sufficient controls and testing are performed
- Responsible for models/tools implementation/improvements with appropriate approvals, controls, monitoring/review/validation and testing
- Develop flexible reporting and analysis to deliver rich insights to assist decision making

**Mōu |About you**:

- Capability to lead and deliver regulatory and internal stress tests
- Experience of credit risk management required, with demonstrated analytical skill and problem-solving skill
- Excellent SAS and/or SQL
- Advance reporting visualisation skills with experience in PowerBI, Tableau
- Excellent interpersonal & relationship management skills & confidence to communicate effectively at all levels of the organisation
- Excellent communication skills, with the ability to build strong stakeholder relationships
- Priority setting and time management skills are important given reporting and regulator's deadlines
- Hold a tertiary qualification in Statistics, Mathematics, Business, or Finance
- Banking/Finance background

**Te mahi ki ASB | 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. 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.

We offer flexible and supportive work environment; we help people grow and celebrate together. Be a part of the growth story that is ASB.

**Me pēhea te tono | How to apply?**
- If this role sounds like it might be the one for you then please click "apply"we'd love to hear from you_

**Applications close: 3**rd** May 2024**

**Job details**:

- Reference #- BC156423- Posted on- 04 Apr 2024- Location(s)- North Wharf- Expertise- Actuarial, Analytics, Credit & Risk, Data, Economist, Finance, Risk- Work type(s)- Full Time- no document Application closes on 04 May 2024 18:00