Stress Testing
6 days ago
Department: Risk New Zealand Risk Metrics & Measurement
Division: Risk
Location: Auckland or Wellington
Kia Hanga I Te Ao, E Ora Ai, E Tupu Ai, Te Tangata Me Te Kainga. At ANZ, we’re shaping a world where people and communities thrive, driven by a common goal: to improve the financial wellbeing and sustainability of our millions of customers.
Mō te tūranga - About the roleAs a Stress Testing & ICAAP Manager in our Risk Measurement and Metrics team, you’ll play a key role in helping manage and execute solvency stress testing and support climate change stress testing capability for ANZ NZ. This role is responsible for using credit data to develop risk analytics, insights, “what-if” scenarios, forecasts and strategies which support regulatory and internal stress tests.
Role Type: Permanent, Full Time
Role Location: Auckland or Wellington
As a Stress Testing & ICAAP Manager, you would have the opportunity to:
- Manage and support ANZ NZ's capability for stress testing of climate change risk and solvency stress tests, including Group and ICAAP related stress tests.
- Enhance existing stress testing models and develop new and replacement models to align to revised regulatory requirements or those no longer fit for purpose.
- Align stress testing to all appropriate regulatory requirements and internal requirements including data governance and provide assurance around integrity and quality of information.
- Manage ANZ NZ’s stress testing tasks and delivery to deadlines.
- Provide insights, analysis and risk oversight over stress testing models and processes.
- Manage all ICAAP related deliverables including the annual review and governance processes.
To grow and be successful in this role, you will ideally bring the following:
- Study in finance, data modelling, statistics, economics or commerce.
- Experience in banking would be an advantage.
- Experience working with data would be an advantage.
- Proficiency in SAS/SQL would be desirable.
You’re not expected to have 100% of these skills. At ANZ a growth mindset is at the heart of our culture, so if you have most of these things in your toolbox, we’d love to hear from you.
He aha te take e uru ai koe ki a mātou? - So, why join us?From the moment you join ANZ, you'll be part of a work whānau striving towards a common purpose: shaping a world where communities thrive.
But it's not just our customers who'll feel your impact. You'll feel it too. Because at ANZ, you'll have the resources, opportunities, and community you need to take the next big step in your career.
We're a diverse community at ANZ in different roles, different locations, doing different things. That's why we have a range of flexible working arrangements, so our people can 'make work, work for them'. We also provide a range of benefits including access to wellbeing services and discounts on selected products and services from ANZ and more.
Kua wātea te katoa ki te tono. We welcome applications from everyone and encourage you to talk to us about any adjustments you may require to our recruitment process or the role itself. If you are a candidate with an access requirement or disability, let us know how we can provide you with additional support.
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