smart jobs in sydney

Full Job Description
Support business in providing effective Line 2 oversight, insight, and foresight of portfolio behaviours from a credit risk perspective.
Work in a supportive and collaborative team environment and be a part of the Bank’s successful growth story.
Help achieve Bank Enterprise Risk Management goals while leveraging opportunity for flexible working arrangements

Working for AMP

Working for AMP means being part of a company that values diverse thinking, encourages collaboration, and promotes innovation. It’s an environment that offers challenging and exciting work as well as opportunities for professional growth. We’re flexible enough to allow you to make the most of your life, both professionally and personally.

We are looking for those that have the courage and agility to navigate changing and complex environments so that we can deliver the best solutions for our customers. We value people with integrity, an innate willingness to help others and an eagerness to perform to the best of their abilities.

We’re transforming our business, and we need people like you to join us on this journey.

About the role

This role will report into the Senior Manager Credit Portfolio Analytics and Insights. You will be responsible for owning and managing the credit risk models for the Bank’s Residential Mortgage portfolio. Your key responsibility is to ensure that the credit models are performing in line with expectations as per regulatory and management standards. The role will also mentor other team members across all analytic aspects of risk management and portfolio analysis and actively cover for the banks provisioning process.

Specifically, the role will focus on managing

Credit risk models (Application and Behaviour scorecards for secured retail portfolio)
Collective Provision and Expected Loss methodologies including Probability of Default, Loss Given Default and Exposure at Default (methodology)
Credit Risk Stress Test and Risk Based Capital models to support capital decisions of the bank
Develop ongoing improvements to the model monitoring and reporting
Define and specify key data requirements to support modelling approaches
Document model “technical manual”, modelling choices made, and model methodology considerations

Capabilities & Experience

Undergraduate degree in one of the following: Actuarial Science, Finance, Economics, Commerce, Mathematics or Statistical related disciplines
8-10 years’ experience in credit risk modelling, analytics, data visualisation and storytelling
Strong understanding in mortgage and commercial portfolio risk
Proficiency in statistical software such as R, Python or similar
Excellent story telling capability using Power BI, R Studio Connect or similar

Wellbeing & Benefits

As a company that values wellbeing, we offer a range of great benefits to support you financially, professionally, and personally. These include access to a wide range of flexible working options including the ability to purchase extra leave, retail discounts, onsite wellbeing centre including a gym (Sydney Office), Employee Assistance Program, competitive home loan rates, leading superannuation contribution, discounted financial advice and personal insurance.

Inclusion & Diversity

AMP recognises individual differences and welcomes people from a variety of life and work experiences. The diversity of our people is core to our ability to innovate, grow and to fulfil our collective aspiration of helping people to own their tomorrow. A natural curiosity, a respect for differences and a growth mindset are valued at AMP.

Message to recruitment agencies and search firms

AMP does not accept unsolicited resumes from recruitment agencies and search firms. Please do not email or send unsolicited resumes to any AMP employee, location, or address. AMP is not responsible for any fees related to unsolicited resumes.

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