Senior Manager, Stress Test Modelling

About the role

The Senior Manager, Stress Test Modelling leads ANZ's Group Stress Test Modelling function, driving the redesign of the stress‑test model suite that underpins credit risk, regulatory capital, ECL and climate‑risk assessments. This role sits within the Risk Metrics & Measurement division and reports on the delivery of cloud‑based stress‑testing capabilities.

Key responsibilities

• Support the Group Risk Metrics and Measurement Stress Test Transformation Programme, delivering a next‑generation, cloud‑based model suite.
• Execute the rebuild of stress‑test models covering all asset classes, locations and industries, adhering to ANZ standards and regulatory requirements.
• Manage on‑shore and off‑shore modelling resources, providing coaching and mentoring to the team.
• Engage internal and external stakeholders, including the Head of Stress Testing, Provisioning Modelling Team, Technology, Group Information and Delivery, consultants, Internal Model Validation and Internal Audit.
• Research and apply the latest data‑science and cloud‑computing developments to credit stress‑test modelling.
• Drive new modelling techniques, update governance committees and act as the senior subject‑matter expert.

Required profile

• Extensive experience in credit risk modelling, including PD, LGD, EAD, IP, ECL, RWA and CVA.
• Proven ability to lead large, multi‑disciplinary modelling teams and manage offshore resources.
• Strong knowledge of regulatory capital, ECL and climate‑risk stress‑testing frameworks.
• Demonstrated thought‑leadership and advisory skills with senior stakeholders.
• Track record of delivering innovative, research‑driven models in line with global best practice.

Required skills

What we offer

• Opportunity to shape the future of stress‑test modelling for a leading Australian bank.
• Collaborative environment with cross‑functional teams across Melbourne, Sydney and Brisbane.
• Access to cutting‑edge cloud and data‑science technologies.