• Opportunity to drive change and leadership at NAB  

• Contribute to NAB’s mission in shaping Climate Risk modelling 

• Join a collaborative team where your voice matters 

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.  

As the Senior Associate, Climate Risk Modelling you will join the Non-Retail Modelling team in driving meaningful change to how NAB assesses and forecasts climate risks to better support our customers.  

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

• Contribute to the end-to-end process for the build or redevelopment of credit risk models including PD, EAD and LGD projects across the team. This covers opportunities across “point-in-time” models built for macro-economic forecasting, and exposure to Internal Ratings Based models.  

• Ensure model developments and analytic work meet mandatory disclosure requirements for climate risk and regulatory and/or internal group standards.  

• Be a subject matter expert on climate risk and credit risk models and a point of contact for queries relating to these topics. 

• Deliver to timeframes and maintain documentation to a very high standard to support validation and audit oversight. 

• Support credit risk portfolio analytics and provide insights into credit risk trends and emerging risks.  

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

• Previous experience in the development of statistical models will be highly regarded.  

• Exposure to climate risk forecasting is preferred.  

• Advanced coding skills in languages such as SAS, R, Python with understanding of relational database design and SQL.  

• Excellent communications skills with the ability to convey technical concepts and results to senior leadership.  

• Strong analytical skills with a strategic mindset.