About You

You understand risks taken on the balance sheet is critical to any financial institution and credit risk modelling is an integral part of understanding those risks and how they might evolve over time.

The role is responsible for:

• Maintaining a sound and robust IRB/PiT/Stress modelling framework.
• Leading end-2-end model development projects and implementation of approved models.
• Communicating and engaging with senior stakeholders across risk management and business.
• Providing guidance to junior model developers.

Your Skills and Experience  

• Tertiary qualifications in Mathematics/ Statistics/Engineering/Actuarial/Finance/Economics or a related discipline
• A post-graduate or honours degree in a related discipline (highly desirable)
• 5-10 years of experience in IRB credit risk modelling/IFRS PiT modelling/Stress testing
• You will be technically skilled in the understanding of building and implementing statistical models
• Strong verbal and written communication skills enable you to explain technical concepts to a non-technical audience
• You are able to manage a model development project from start to end and can motivate and inspire team members to work creatively and deliver timely to standards with determination and persistence. Individual has shown leadership in team meetings and discussions  
• You are able to use emerging technologies at NAB (eg. Pyspark, Cloud) and sees opportunities to use these and train others in usage
• You have comprehensive understanding of NAB's data sources.

You will be part of Credit Risk, Models & Frameworks within Credit & Market Risk. Credit Risk, Models & Frameworks encompasses: Non-Retail Modelling, Retail Modelling, Credit Automation Regulatory Credit Initiatives, Credit Optimisation & Workflow and Credit & Market Risk Operations.

Why NAB?

We believe success comes from our people. We're committed to supporting your talent and skills through your career, as you help us build a culture that affects change for our customers - and for the community too.  We have an African Australian Inclusion Program, a range of Grad, Traineeship and Internship Programs, we are proud to have dedicated $55 billion to help address climate change, be recognised as a Gold employer of LGBTI Inclusion by AWEI, and be an endorsed employer for Women by Work180.

We are an equal opportunity employer and welcome diversity in the workplace.

The Benefits

From education and volunteer leave to learning benefits and banking discounts, we offer access to a wide range of employee benefits. For more information please visit here. 

If you think this role is the right fit for you, we invite you to apply. Let’s have a serious but informal chat about who you are and what drives you. We’d love to share our vision for the future of banking.

To be eligible to apply, you must have Australian or New Zealand citizenship or permanent residency status. Please note candidate screening and interviews may be conducted prior to the closing date of the job advert.

*Please note unsolicited CVs from agencies will not be accepted.

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