Manager Retail Analytics, Modelling
ASB
North Wharf, New Zealand
3d ago
  • Fantastic opportunity within ASB's Retail Analytics team
  • Lead a small team and get involved in stress testing, statistical modelling & credit risk scorecards
  • Prime waterfront location, attractive banking and remuneration benefits, flexible work practices and career development
  • ASB's The Retail Analytics department within Credit Risk Management ensures that our consumer lending portfolios are managed within the bank's risk appetite, whilst supporting the business in delivery of its growth objectives.

    We are passionate about using technology, data and advanced analytics to continually optimise credit decisioning and outcomes.

    The role

    Working in the Retail Analytics Stress Testing team you will be responsible for delivering projections of impairment costs and capital consumption for the bank's retail portfolios under a series of different economic scenarios.

    To do this you will nurture a modelling and forecasting centre of excellence, to provide senior executives with this vital service to inform their strategic planning process for the retail bank business.

    You will also undertake research to provide contextualisation for your forecast results.

    This is a fundamental capability for the bank to enable robust financial and capital planning, and is increasingly a focus for ASB's leadership team, our parent company and our regulators.

    Success in this role is for the team to be truly seen by business partners as "trusted advisors" providing proactive insights that support decision making.

    This is a leadership role and as such you will be expected to contribute to the strategic direction of the wider retail analytics team, as well as instilling a strong risk culture across the team.

    What we are looking for :

  • 5+ years of relevant experience leading data analytics work within a credit risk management area
  • 2 + years team leadership experience
  • Strong analytical skill with the ability to frame & solve problems, present results and recommend actions
  • Familiarity with methods of calculation of impairment provision and regulatory capital
  • Data mining (SAS, SQL, R, Python) experience, with strong coding discipline
  • Experience leading model developments using linear / non-linear regression or alternative statistical techniques, ideally in risk forecasting or econometric modelling
  • Deep understanding of macroeconomics and financial markets
  • Strong relationship management skills to engage senior stakeholders & colleagues alike to understand business objectives whilst fostering a collaborative environment.
  • Working for ASB

    ASB's sense of who we are and what we stand for is grounded in our values. They guide our business in our day-to-day interactions with our team, customers and community.

    They are what makes ASB - ASB.

    Along with our interactions, values guide our actions and conduct, making ASB a safe and inclusive environment for both our people and our customers.

    They show that we care, are passionate and courageous, and that we act with integrity. Most importantly they unite us - because they are ASB.

    We offer a flexible and supportive work environment and offer an open and inclusive culture; a place where we welcome and value your individuality, ideas and goals.

    To be considered, all applications need to be via our on-line career channels and will be treated with confidentiality. For more role-specific information, see the attached position description, or get in touch with Tracey Church tracey.church asb.co.nz

    Applications close Monday 13 July at 12 pm.

    We value interest from offshore talent for our future pipelines, however due to current Covid19 border restrictions and uncertainty, we are unable to sponsor offshore applicants at this time.

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