Senior Manager, Stress Test Modelling

Senior Manager, Stress Test Modelling

Senior Manager, Stress Test Modelling

Req ID: Department: Risk Metrics & Measurement - Credit Models Division: Risk Location: Melbourne

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

The Senior Manager, Stress Test Modelling leads the Group Stress Test Modelling Function. Group Stress Test Modelling is uplifting stress test modelling capabilities and delivering the next generation stress test model suite for better informed business decisions. The stress test model suite stresses credit measures such as PDs, LGDs, and EADs as well as metrics such as IP, ECL, RWA, CVA, the bank balance sheet and the bank P&L. 

As the Senior Manager, Stress Test Modelling, you will: 

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