People are at the heart of what we do at ASB, and we are consistently recognised as one of NZ's top employers of choice with a highly engaged and talented workforce.
About the Role:
In this role, you will play a key part in supporting the performance monitoring of our important IRB models, development and implementation of risk models, including identifying any emerging model performance trends. This is an exciting senior credit risk opportunity for someone who has a passion delivering high quality business outcomes.
Your responsibilities will include: Lead comprehensive and robust performance monitoring of a suite of Non-Retail IRB and provisioning models.Represent ASB on Group level committees which review model performance and validation approaches.Ensure compliance with Group and ASB credit model standards.Assist with the implementation of Group IRB models and the development or recalibration of locally built models.Support the review and approval of existing IRB model migrated to a new business lending platform and work to create a comprehensive modelling data asset.Build strong relationships with senior business stakeholders and validation teams to be able to clearly communicate emerging trends and their drivers.7 years' experience in relevant functions in credit risk modelling.Exposure working with IFRS9 or IRB Modelling on either Retail or Non-Retail portfolios.Strong mathematical/statistical background.Strong analytical skills with proven success working with large datasets.Familiarity with corporate credit rating systems and methods of calculation of credit risk, impairment provision and regulatory capital.Critical thinking and problem-solving skills - the ability to identify issues and process improvement opportunities.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 that respects your unique contributions and supports your personal and professional growth.
We offer a flexible and supportive work environment with industry leading benefits that include Choice options, Health, Life and Income protection insurance plus several leave benefits.
Me pehea te tono | How to apply?
If you are keen, ambitious and enjoy variety then this could be the opportunity for you, please click "Apply" and make sure to attach a cover letter… We would love to hear from you!
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