Manager – Stress Testing & Forecasting (12‑month Fixed‑Term)

About the role

As Manager of Stress Testing and Forecasting you will support the delivery of key credit stress‑testing and forecasting outcomes for ANZ’s wholesale portfolios. The role sits within the Group Risk Metrics & Measurement team and contributes to the transformation of the bank’s stress‑testing capability, including the rollout of a new system.

Key responsibilities

• Support BAU stress‑testing and forecasting deliverables for wholesale portfolios, including Group ICAAP and industry‑wide stress tests.
• Execute credit stress tests under various scenarios and produce high‑quality analysis for senior management.
• Assist with the implementation of a new stress‑testing system, translating credit‑risk concepts into system, process and reporting requirements.
• Lead user‑acceptance testing activities – planning, execution, issue investigation and resolution.
• Collaborate with risk, technology and external vendor teams to ensure successful transformation delivery.

Required profile

• Extensive experience in credit risk, risk analytics or modelling within banking or financial services.
• Strong understanding of core credit‑risk concepts such as IFRS 9 ECL and RWA, with hands‑on experience in stress testing or scenario analysis.
• Excellent numerical, analytical and problem‑solving abilities, capable of investigating complex results and communicating findings clearly.
• Proficiency with data and analytical tools (SQL, SAS, R, Python, Excel) and the ability to work effectively with diverse stakeholders.

Required skills

• SQL
• SAS
• R
• Python
• Excel