The Climate Risk Model Validation Manager position at ANZ is an exciting opportunity to lead the independent validation of climate-adjusted credit risk models across Retail and Wholesale portfolios. This role is crucial in ensuring that models align with regulatory standards and internal expectations, ultimately contributing to the financial wellbeing of millions of customers. The team values collaboration and autonomy, allowing members to thrive while making a meaningful impact.
You'll be responsible for
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Critically analysing climate and credit risk models
Critically analyse climate and credit risk models, with a focus on identifying strengths, weaknesses, and areas for improvement.đŁïž
Structuring and communicating validation findings
Structure and communicate validation findings and issues clearly for senior stakeholder consumption, ensuring insights are actionable and relevant to business strategy.đ€
Liaising with model developers and business partners
Liaise directly with model developers and business partners to discuss model design, data sources, assumptions, and validation outcomes.Skills you'll need
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Experience in building or validating credit and/or climate risk models
Experience in building or validating credit and/or climate risk models, including IRB capital, IFRS9/AASB9 ECL, or stress testingđą
Strong quantitative skills
Strong quantitative skills from a field such as Mathematics, Statistics, Econometrics or Data Scienceđ»
Proficiency in programming languages
Proficiency in at least one programming language used in quantitative modelling, such as Python, R, Julia, MATLAB or SASView more