Manager, Stress Testing & Forecasting (12‑month fixed term)

About the role

The Manager, Stress Testing & Forecasting plays a key role in supporting ANZ's understanding of portfolio resilience, emerging risk and capital adequacy outcomes under a range of scenarios. Sitting within the Wholesale Stress Testing & Forecasting team, this role is responsible for the end‑to‑end delivery of high‑quality stress testing and forecasting outcomes across the Wholesale portfolios (Institutional and B&PB), supporting risk management, strategic decision‑making, capital planning and regulatory requirements.

Key responsibilities

• Support the execution, analysis and interpretation of stress testing and forecasting across Wholesale portfolios.
• Deliver stress testing and forecasting activities for key regulatory and internal exercises, including ICAAP and Industry Wide Stress Tests.
• Analyse portfolio performance under stressed and forecast conditions, identifying key risk drivers and emerging trends.
• Review analytical and model outputs, investigate unexpected results and challenge assumptions where appropriate.
• Produce high‑quality analysis, reporting and insights to support management decision‑making and risk management discussions.

Required profile

• Experience in credit risk, risk analytics or modelling within banking or financial services (around 5 years preferred).
• Strong understanding of wholesale credit risk concepts such as IFRS 9, RWA, portfolio risk management and scenario analysis.
• Tertiary qualification in an analytics‑based discipline (e.g., statistics, actuarial science, mathematics, finance, quantitative finance, engineering).
• Ability to work effectively in a dynamic, collaborative environment with evolving requirements.

Required skills

• SQL
• SAS
• R
• Python
• Excel