Stress Testing & Provisioning Specialist

ASB Bank

Auckland
Permanent
Full-time

25 days ago

Here at ASB, the customer is at the heart of everything we do, and our Corporate Analytics team are passionate about using data analytics to provide key insights, ensuring that our corporate portfolios are managed within the bank's risk appetite.If you are passionate about developing Provisioning and Stress Testing knowledge, or keen to explore this area of Banking, this could be a great role for you. Due to internal promotion, we are looking for a Specialist in Corporate Analytics. Along with your sound hands on experience as an Analyst you will show commercial acumen and strong stakeholder management skills. This is a permanent role offering support and a culture which provides hybrid working and the environment you can flourish in. Ideally this role will be based in Auckland, however we are open to applications outside Auckland, but you will be required to travel to Auckland regularly.Mo te tūranga | About the Role:Specialist - Stress Testing & Provisioning

Lead and perform both internal and regulatory Stress Tests for the Non-Retail portfolio which will involve use of complex models and, a degree of expert judgement. Interpreting stress scenarios to ensure the nature of the stress test is well understood and insightful results are produced
Provide directional leadership for stress testing, interpret stress scenarios to ensure the nature of the stress test is well understood and ensure the results are anticipated
Responsible for preparation and presentation of stress testing results analysis and related documents for Board, Stress Testing Steering Committee, Risk Appetite Forums, RBNZ and Group
Develop roadmap of internal stress tests linked to changes in the external environment with linkage and informing risk appetite
Build strong stakeholder relationships within business, Group and regulators
Drive Stress Testing related model improvements and application of assumptions settings by performing robust credit risk insightful analysis and proactively engaging with the business
Manage Stress Testing related model codes to accommodate the requirements for each Stress Testing and ensure sufficient controls and testing are performed
Responsible for models/tools implementation/improvements with appropriate approvals, controls, monitoring/review/validation and testing
Develop flexible reporting and analysis to deliver rich insights to assist decision making

Mōu |About you:

Capability to lead and deliver regulatory and internal stress tests
Experience of credit risk management required, with demonstrated analytical skill and problem-solving skill
Excellent SAS and/or SQL
Advance reporting visualisation skills with experience in PowerBI, Tableau
Excellent interpersonal & relationship management skills & confidence to communicate effectively at all levels of the organisation

Excellent communication skills, with the ability to build strong stakeholder relationships
Priority setting and time management skills are important given reporting and regulator's deadlines
Hold a tertiary qualification in Statistics, Mathematics, Business, or Finance
Banking/Finance background

As part of our commitment to diversity & inclusion and flexible working practises, this role is open to applications from candidates seeking flexible working arrangements. Please submit your application online or see the attached position description for more information.Te mahi ki ASB | Working for ASBIn return, you will work for an organisation that places huge importance and focus on its people, where the sky is the limit for development and career opportunities. ASB is committed to fostering a culture where people are engaged, passionate and valued - living our values every day is integral to achieving our purpose.In our diverse and accepting environment, our people grow their agile mind-set, learn, evolve and utilise their skills, while being empowered to make decisions.We offer flexible and supportive work environment; we help people grow and celebrate together. Be a part of the growth story that is ASB.Me pēhea te tono | How to apply?If this role sounds like it might be the one for you then please click "apply"… we'd love to hear from you!For more information on responsibilities and requirements see the attached position description, please note that all applications must be received via our careers site online.We look forward to reviewing you application.Applications close: 3rd May 2024Job detailsReference # BC156423
Posted on 04 Apr 2024
Location(s) North Wharf
Expertise Actuarial, Analytics, Credit & Risk, Data, Economist, Finance, Risk
Work type(s) Full Time
More details (document) no documentApplication closes on 04 May 2024 18:00Or share:

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