Manager, Risk Model Governance

BeathChapman Pte Ltd; Sydney; On-site; AUD 120,000 - 170,000; Full time

Job summary

BeathChapman Pte Ltd is seeking a Credit Risk Model Governance and Monitoring professional to establish a robust governance framework and support ongoing model monitoring at Group level.

You will engage with risk, data and product teams, ensure data quality and regulatory compliance, and enhance monitoring processes with modern tools. Mandatory hands-on analytics and strong stakeholder skills are required.

Qualifications

• 3+ years experience in credit risk analytics / management
• Understanding of analytics, models and data for risk management
• Ability to identify opportunities to improve processes with statistical tools
• Strong communication and stakeholder management skills
• Tertiary qualifications in quantitative fields or equivalent experience

Responsibilities

• Manage ongoing monitoring of credit risk models across retail and non-retail portfolios
• Collaborate with modellers, data teams, and governance to stay up-to-date with group developments
• Ensure data management aligns with APRA Data Management Framework (CPG235)
• Facilitate model monitoring reviews and report outcomes
• Enhance monitoring framework with BitBucket and Tableau
• Coordinate data transitions from warehouse to discovery and production environments
• Track risk issues and recommend remedial actions for model performance
• Deliver data requests and analyses for APRA IRB validation

Skills

Credit risk analytics

Stakeholder management

Communication skills

Statistical modeling

Initiative

Education

Quantitative degree

Tools

SAS

SQL

R

Excel VBA

Tableau

Bitbucket

Job description

The Role
This role sits within a vibrant and collaborative team of Model Governance professionals, with the objective to establish and maintain a robust credit risk model governance framework, and support the ongoing model monitoring of the Group.

The Accountabilities

Manage ongoing monitoring of credit risk (retail & non-retail) models leveraged to establish and maintain ‘best practice’ risk management

Proactively engage credit risk modellers, product risk managers, data and system team, project teams, independent model validators, regulatory affairs team and group risk governance team to keep up-to-date with most recent developments across the group

Ensure core modelling data is managed and maintained to facilitate compliance, to meet business requirements and also APRA’s Data Management Framework (e.g. CPG235)

Facilitate regular credit risk model monitoring forums and reviews of model monitoring outcomes

Enhance existing model monitoring framework by adopting the use of BitBucket and Tableau

Collaborate with various stakeholders to ensure data transition from warehouse to discovery environment to production environment is efficient and robust

Keep track of risk issues and resolutions, recommend remedial action required to address marginal or unsatisfactory model performance

Execute delivery of data requests and supporting analysis required for APRA annual IRB validation

The Requirements

3+ years experience in credit risk analytics / management, with detailed understanding of data management, business and consumer portfolios across brands, underlying systems and data

Understanding of analytics, models and data to facilitate effective credit risk management

Can take initiatives in identifying new opportunities to enhance existing business processes through the use of statistical models and tools

Strong communication and stakeholder management skills, with the ability to learn and adapt

Tertiary qualifications (Quantitative, Actuarial, Statistics or other relevant degree) or equivalent business experience

Technical orientations – SAS programming, SQL, R, Excel with VBA, Word, PowerPoint, Bitbucket and Tableau