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Credit Risk Reporting Analyst – Enterprise Risk Tech Area


Job Description

Credit Risk Reporting Analyst – Enterprise Risk Tech Area

The mission of the Enterprise Risk Tech Area is to provide cutting edge risk management services, across all divisions to deliver a better banker and customer experience leveraging data and business rule focused solutions.

Credit Risk Reporting Analyst in the Enterprise Risk Tech Area will be part of the Enterprise Risk Calculation Services squad. The squad is responsible to facilitate the reporting of : 

  • Risk Weighted Assets (RWA),
  • Economic Capital,
  • Collective Provision (CP),
  • Internal Expected Loss (IEL),
  • Credit Risk Economic Capital (CREC),
  • Regulatory Expected Loss (Reg EL)
  • Wholesale Risk Grading Models
  •  In addition to the above the squad also supports:

  • What IF Analysis,
  • Stress Testing
  • As a Credit Risk Reporting Analyst you will be the key functional subject matter expert in Moody’s Risk Authority with 10-15 years of domain knowledge in regulatory reporting for APRA, RBNZ, MAS and other jurisdictions where ANZ operates. You will be a core conduit between the engineers and the business – helping design solutions in Moody’s Risk Authority to support the above mentioned functions.

    To be successful in this role you will bring your strong communication skills, technical expertise and analytical/problem solving abilities to drive tangible solutions allowing the Tech Area to fulfil its mission statement

    Who are you?

    • A team player – You know we only win if we all win. You recognise and value the different perspectives and skills your colleagues bring. It is not about being a hero but jumping in and contributing to the successful delivery of the team’s mission
    • The customer’s biggest fan – You demonstrate a thirst for better understanding the customer and define the problem and develop solutions through their eyes
    • Comfortable being uncomfortable – You are comfortable with uncertainty and have the ability to effectively manage yourself through ambiguity and change
    • Continuous improvement junkie – You constructively challenge the status quo, look for better ways to do things and passionately advocate continuous improvement
    • Committed to your own and other’s growth – You strive to stretch and grow yourself and others by identifying your own development areas, seeking feedback and providing feedback to others to help them learn and grow everyday
    • A problem solver – You are energised by tackling complex problems and use critical thinking, your network, skills, knowledge, and available data to drive better outcomes for our customers and the bank
    • Risk savvy – You build sustainable solutions that protect customers, stakeholders and the community

    What you bring to the Tech Area:

    • Vast knowledge of Moody’s Risk Authority implementation
    • Experience in regulatory reporting for jurisdictions where ANZ operates
    • Ability to work alongside teams within the business to establish business needs
    • Ability to breakdown those business needs and build coherent solutions to these problems, leveraging off people, process, data and technology
    • Ability to plan work with the squad and meet deadlines to achieve sprint goals
    • Ability to analyze large datasets (collecting and interpreting)
    • Experience in data models and reporting packages like IBM OpenPages
    • Sound knowledge of analytical programming languages such as R, Python, SAS and SQL 
    • Graduate Degree

    The following skills would be desirable:

    • Understanding of how credit risk management activities are used within the banking environment, including an overarching understanding of the impacts that legislation and regulations have on operations.
    • Understanding of how risk plays a role in B2B lending and processes, more specifically how they support the complex offering of products that is required across these segments, such as Global Markets and Transaction Banking

    This is a full-time permanent opportunity and is located at 839 Collins Street, Docklands VIC

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