Associate Manager, CMVI Validation

What will you bring?

To grow and be successful in this role, you will ideally bring the following:

 

• Proficiency in at least one quantitatively focused programming languages: e.g. R, Python, SAS
• Strong data manipulation/management skills including SQL and working with databases (e.g. BigQuery, Oracle, SQLServer)
• Experience in building/validating credit risk models (e.g., capital/AIRB, provisions/IFRS9 ECL, decisions/scorecard models, Stress Testing models, and/or climate risk models)
• Knowledge of Basel regulatory framework, capital (incl. PD, LGD, EAD) models, ECL/IFRS9, stress testing and/or climate risk
• Knowledge of Wholesale (non-retail) and retail models and portfolios
• Strong foundation in Mathematics/Statistics/Quant skills
• Educational Background: Post graduate qualifications in statistics, econometrics, mathematics, data science, machine learning or equivalent quantitative field

 

You’re not expected to have 100% of these skills. At ANZ a growth mindset is at the heart of our culture, so if you have most of these things in your toolbox, we’d love to hear from you.