Manager - Risk Modelling and Analytics

ANZ Banking Group; Bengaluru; Hybrid; INR 2,400,000 - 3,600,000; Full time

Benefits offered by this job

Hybrid work option

Health and wellbeing services

Job summary

ANZ Banking Group in Bengaluru is seeking a Manager – Modelling and Analytics to lead climate-related credit risk analytics and ECL forecasting. The role focuses on quantifying climate impacts to credit risk, RWA and ECL, and translating insights into clear reporting for regulatory and governance purposes.

You will work across climate risk, provisioning and portfolio risk insight with end-to-end delivery ownership and the ability to explain modelling outputs to senior stakeholders.

Qualifications

• Proven experience in credit risk modelling or analytics, ideally including climate-related risk, ECL forecasting, scenario analysis or portfolio risk models.
• Analytical ability to link model outputs to business context and decision-making.
• Ability to communicate complex modelling concepts to senior stakeholders.

Responsibilities

• Lead development and enhancement of climate-related credit risk analytics, including ECL, RWA, capital and portfolio risk outcomes.
• Support ECL forecasting, scenario analysis and portfolio insight by assessing drivers, sensitivities and trends.
• Ensure governance, documentation and validation support across climate-related analytics and forecasting.
• Deliver clear reporting for governance forums and disclosure processes.
• Drive improvements across modelling, data, reporting and controls with cross-functional stakeholders.

Skills

Climate risk analytics

Credit risk modelling

ECL forecasting

Scenario analysis

Portfolio risk

Stakeholder communication

Tools

SAS

SQL

Python

Job description

Manager - Modelling and Analytics

About Us

At ANZ, we're shaping a world where people and communities thrive, driven by a common goal: to improve the financial wellbeing and sustainability of our millions of customers.

About the Role

As a Manager – Risk Modelling & Analytics in Future Risk Insights, you’ll play a key role in developing and enhancing climate-related credit risk analytics, while also supporting ECL forecasting, scenario-based portfolio insight and broader credit risk modelling priorities. The role will focus on quantifying climate-related impacts to credit risk, RWA and ECL, and translating those insights into clear reporting for regulatory, capital planning, governance and strategic decision-making purposes. You will work across climate risk, provisioning and portfolio risk insight, requiring strong analytical capability, proactive problem solving, ownership of end-to-end delivery, and the ability to explain complex modelling outputs clearly to senior stakeholders. Banking is changing and we’re changing with it, giving our people great opportunities to try new things, learn and grow. Whatever your role at ANZ, you’ll be building your future, while helping to build ours.

Role Type: Permanent

Role Location: Manyata Tech Park, Bengaluru

Work Hours: 8 AM to 5 PM

What will your day look like?

• Lead the development and enhancement of climate-related credit risk analytics, including quantifying impacts to ECL, RWA, capital and portfolio risk outcomes.
• Support ECL forecasting, scenario analysis and portfolio insight by assessing key drivers, sensitivities, assumptions, trends and the reasonableness of modelled outcomes.
• Support robust model implementation, governance and control practices across climate-related analytics and forecasting, including documentation, validation support, remediation activities and clear rationale for key modelling decisions.
• Deliver clear, high-quality reporting and presentations for governance forums, senior stakeholders and disclosure processes, translating complex forecasting, portfolio and climate risk outputs into concise business insights.
• Drive practical improvements across modelling, data, reporting and controls, proactively identifying gaps and working with cross-functional stakeholders to deliver automated, repeatable and scalable solutions.

What will you bring?

• Proven experience in credit risk modelling or analytics, ideally including climate-related risk, ECL forecasting, scenario analysis or portfolio risk models across PD, LGD, EAD or related credit risk measures.
• Demonstrated analytical skills, including the ability to structure complex problems, join the dots across model outputs, assumptions, portfolio behaviour and business context, and identify key drivers of outcomes. Proficient in analytical tools like SAS, SQL, python (preferable)
• Previous experience in forecasting, scenario or sensitivity analysis, including assessing how changes in assumptions, macroeconomic scenarios and model inputs impact provisioning, capital and portfolio risk outcomes.
• Demonstrated problem-solving and solution ownership, including the ability to move from an ambiguous problem statement to a structured approach, test options, identify practical solutions and drive outcomes without requiring detailed step-by-step direction.
• Demonstrated business acumen, including the ability to connect statistical modelling outputs to business requirements, portfolio risk implications and decision-making needs.
• Proven ability to communicate complex modelling concepts and analytical outputs clearly for governance forums, senior stakeholders and non-technical business audiences.
• Experience with climate-related financial risk analytics would be valuable, particularly where it connects to credit risk, ECL, scenario analysis, capital or regulatory reporting.

You’re not expected to have 100% of these skills. At ANZ a growth mindset is at the heart of our culture, so if you have most of these things in your toolbox, we’d love to hear from you.

So why join us?

ANZ is a place where big things happen as we work together to provide banking and financial services across more than 30 markets. With more than 7,500 people, our Bengaluru team is the bank's largest technology, data and operations centre outside Australia. In operation for over 33 years, the centre is critical in delivering the bank's strategy and making an impact for our millions of customers around the world.

Our Bengaluru team not only drives the transformation initiatives of the bank, it also drives a culture that makes ANZ a great place to be. We're proud that people feel they can be themselves at ANZ and 90 percent of our people feel they belong. We know our people need different things to be great in their role, so we offer a range of flexible working options, including hybrid work (where the role allows it). Our people also enjoy a range of benefits including access to health and wellbeing services.

We want to continue building a diverse workplace and welcome applications from everyone.

Please talk to us about any adjustments you may require to our recruitment process or the role itself. If you are a candidate with a disability or access requirements, let us know how we can provide you with additional support.

To find out more about working at ANZ visit https://www.anz.com/careers/.

Job Posting End Date 18/08/2026, 11.59pm, (Melbourne Australia)

Experience Level Mid Level