Senior Analyst, Model Governance – Credit Risk / SAS

BeathChapman Pte Ltd; Sydney; On-site; AUD 100,000 - 120,000; Full time

Job summary

BeathChapman Pte Ltd seeks a Senior Analyst in Model Governance for Credit Risk. You will help establish a robust governance framework, monitor models, and collaborate with cross-functional teams to ensure data accuracy and regulatory compliance.

You will work with SAS, SQL, R, and Tableau to enhance monitoring, data flows, and risk reporting. A strong quantitative background and stakeholder skills are essential for success.

Qualifications

• 3+ years experience in credit risk analytics/management.
• Understanding of data management and model governance for credit risk.
• Ability to collaborate with risk, data, and regulatory teams.
• Strong communication and stakeholder management skills.
• Tertiary qualifications in quantitative fields or equivalent experience.

Responsibilities

• Manage ongoing monitoring of credit risk models for retail and non-retail portfolios.
• Engage modellers, product risk managers, data and system teams, and regulators.
• Ensure data supports APRA requirements and data governance framework.
• Advance model monitoring using Bitbucket and Tableau.
• Coordinate data transitions from warehouse to discovery and production environments.
• Track risk issues and propose remediation for model performance.
• Deliver data requests and analyses for APRA IRB validation.

Skills

Credit risk analytics

Stakeholder management

Communication

Initiative

Education

Quantitative/Actuarial/Statistics degree or equivalent

Tools

SAS programming

SQL

R

Excel with VBA

Word

PowerPoint

Bitbucket

Tableau

Job description

Senior Analyst, Model Governance – Credit Risk / SAS with | Ethos BC

Job Search Accounting, Audit & Finance

Location: Sydney

Salary: $100000 – $120450 per annum

Job Type: Permanent

Ref: BH-158184

Contact: Eugena Gong

Posted: almost 4 years ago

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.
• Good 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.

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