• 12month fixed-term  

• We are empowered to make a positive difference for our customers and communities 

• You’ll be supported to manage your career, work and life  

• Be rewarded and recognised for the value you bring  

Our people are customer obsessed. They prioritise the needs and satisfaction of the customer above all else.  Our mindset fosters innovation and creates strong, lasting customer relationships as we strive to be the most customer centric company in Australia and New Zealand. 

Each day, you’ll go above and beyond to:  

• Report to Head of Enterprise Validation 

• Work with Enterprise Model Validation (EMV), a specialised model risk management function conducting in depth assessment of all model risk related measures 

• Be able to establish connections between sophisticated modelling techniques and strategic decision-making processes 

• Validate the high material models used in the Bank. This includes stakeholder / model owner engagement, writing of a validation report, assigning a validation rating of models and negotiating remedial actions following a validation, etc. 

• Identify of business improvements in relation to models. 

• Provide a model risk advisory role to the business and add value through your independent review and challenge of existing models. 

• Produce regular validation information to the Group Model Risk Committee regarding model performance. 

• Support the pipeline of model validation activity 

• Assist with engagement to senior management, regulators, professional bodies and other interested stakeholders on the performance of enterprise models. 

• Support / coaching of / sharing of knowledge with team members as required. 

• Maintain fluency with industry standards and methodologies relating to AI/Gen AI and other new modelling techniques. 

We are looking for the best and brightest to deliver the best for our customers. You’ll need: 

• Possess a minimum of 5 years’ experience in financial risk including both risk management and quantitative modelling (preferably within the banking sector) 

• A strong quantitative background is a prerequisite. 

• Hold a graduate degree (preferably Masters or PhD) in a quantitative field such as Computer Science, Engineering, Applied Finance, Statistics, Mathematics and Computational Finance. 

• Familiarity with development and implementation of AI/GenAI/Agentic models (vendor or “in-house” models) for a variety of uses. 

• Experience with building AI models (supervised/unsupervised) and GenAI (RAG/S-RAG/Chatbot). 

• Demonstrate deep understanding of the regulatory environment relating to the use of AI. 

• Be familiar with development and implementation of risk models (vendor or “in-house” models) for a variety of lending products. 

• Strong computer literacy is essential, familiarity of Excel/SAS/SQL/R/Python 

• Strong analytical capability and experience. 

• Good business acumen 

• Good communication skills both written and verbal. 

A diverse and inclusive workplace works better for everyone  

We know that our people make us who we are. That's why we have built a culture of equity and respect – where everyone feels valued and appreciated for being their authentic selves. In partnership with our multiple Employee Resource Groups (ERGs) we continue to foster an inclusive environment, where all NAB colleagues’ unique backgrounds and identities are understood, respected and celebrated.