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This is a new opportunity in the Risk division to work in the risk insights function that provides oversight, insight in relation to explanation of credit metrics associated with capital and provisioning calculations. You will also be responsible for ensuring a robust governance framework associated with calculation engines and reporting framework . The role will also involve in building and maintaining divisional credit risk reports/matrices in an efficient manner with right controls in place.
Accountable for ensuring all Capital & Provisioning reporting & insight is delivered to a high quality, with robust governance and within the times frames set by the business and Westpac policy as well as being proactive to understand model deficiencies/portfolio movements/gaps and where additional mitigants /economic overlays may be needed.
What's in it for me?
You will build your profile internally and externally with stakeholders and be part of the future of a business that has been around for 200 years and whose vision is becoming the world's best service company.
You'll be working for an organisation that supports development, internal career moves and flexible working. Along with competitive salary, you'll receive Westpac's generous benefits and a whole array of customer discounts. Being an integral part of the Westpac Group, you will constantly be challenging the status quo and deliver high quality customer outcomes.
What do I need?
Along with a excellent tertiary qualifications in a quantitative discipline, we are looking for:
Clear understanding of regulatory and accounting requirements (APS 112, 113, 220, IFRS 9).
Comfortable in programming (R, SAS) and associated business reporting tools (Tableau/Qlik).
10 years' experience within a credit quant or risk management team including managing a broad scope of responsibilities with an execution and continuous improvement focus.
Financial markets knowledge and policy rollout experience is desirable.
Preferable to have understanding of how capital/provisioning models work.
Well-developed analytical skills, as well as high results orientation and good communication skills
Efficient team player with a high degree of organizational self-reliance
A solid understanding of the appropriateness of applying rules-based analytics and data driven analytics
What is it like to work there?
At the Westpac Group, we have a vision to be one of the world's great service companies - this means helping our people, customers and communities to prosper and grow. We aim to be leaders in diversity, flexibility and as an equal opportunity employer.
You will join one big, supportive team and working with us you'll discover new ways of working, and an exciting range of roles to showcase your skills. As an equal opportunity employer, we're proud to have created a culture where people can be their best, in an environment that values diversity and flexibility. And one where everyone belongs.