Senior Manager, Credit Risk Modelling & Strategy

JobSpace; Auckland; On-site; NZD 180,000 - 240,000; Full time

Benefits offered by this job

Flexible working

Generous leave

Career development

Job summary

Bank of New Zealand seeks a Senior Manager Modelling to lead a quantitative team in designing and delivering credit risk models, including IRB approaches, to support risk management and regulatory compliance.

You will guide governance, develop robust models, and provide actionable insights to strengthen portfolio performance while engaging regulators and senior leaders in clear, evidence-based discussions.

Qualifications

• 7+ years of hands-on model development experience in a financial institution or IRB-regulated bank.
• Deep knowledge of regulatory requirements, model risk governance, and modelling techniques.
• Proven leadership of a high-performing analytics team.
• Strong ability to deliver actionable insights to improve risk models and decision strategies.

Responsibilities

• Lead the design and build of statistically sound credit risk models for portfolios.
• Ensure model governance, monitoring, and regulatory compliance across models.
• Guide the model development process and align deliverables with requirements.
• Strengthen portfolio analysis with meaningful insights on trends and risks.
• Engage regulators and senior stakeholders with clear modelling outcomes and recommendations.

Skills

Leadership

Analytical thinking

Stakeholder engagement

Python

SQL

PySpark

SAS

JSON

PowerBI

Tableau

Regulatory modelling

Tools

Python

SQL

PySpark

SAS

JSON

PowerBI

Tableau

Job description

Bank of New Zealand seeks a Senior Manager Modelling to lead a quantitative team in designing and delivering credit risk models, including IRB approaches, to support risk management and regulatory compliance.

You will guide governance, develop robust models, and provide actionable insights to strengthen portfolio performance while engaging regulators and senior leaders in clear, evidence-based discussions.