Credit Risk Senior Analyst managing capital allocation and compliance in retail risk team at ANZ. Supporting Home Owner Business Owner Balance Sheet Transfer project with reporting and system changes.
Responsibilities
Manage changes to the capital engine to ensure all commitments are correctly assigned to the appropriate division.
Validate data flows from source systems to the capital engine.
Draft functional requirements and perform user acceptance testing (UAT) for system changes.
Review and adjust logic for capital overlays to ensure accurate apportionment across relevant divisions.
Collaborate with Finance and Risk teams to confirm methodology and compliance.
Adjust and improve management reporting on drivers of divisional RWA (Risk-Weighted Asset) movements.
Provide insights and analysis to support decision-making and governance.
Requirements
Strong problem-solving skills, written and verbal communication skills, and stakeholder engagement skills.
Strong analytical skills and proficiency in data analysis tools (e.g., SQL, Excel, SAS).
Ability to identify and analyse information quickly and efficiently; leverage innovative and creative solutions to solve problems related to data.
Ability to maintain high standards of accuracy and work under pressure to achieve deadlines
Ensuring deliverables meet stakeholders’ expectations and ability to work in a cross-functional environment.
Sound understanding of the risk environment, processes, and systems.
Quantitative degree in statistics, actuarial, econometrics, mathematics, physics, engineering, or related field.
Exposure to retail capital calculation (APS 112 / APS 113) would be an advantage.
Benefits
access to health and wellbeing services
discounts on selected products and services from ANZ
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