助理总监，信用验证
Associate Director, Credit Validation
- 提供挑战现有方法和建模技术的机会。
- 在不同项目中提供多样化的工作内容，包括IRB、IFRS9和内部运营模型，应用创新的验证技术。
- 在这个高知名度的职位中加入一个支持性强、协作良好的团队。
我们的员工以客户为中心。他们紧密合作，优先考虑客户需求并实现卓越成果。这种协作思维促进创新，并建立持久的客户关系，支持我们成为澳大利亚和新西兰最以客户为中心公司的目标。
作为高级总监，您将加入风险框架、执行与模型团队，该团队正在加倍努力塑造我们的战略模型风险验证方法，同时保护我们的客户。
您将通过以下方式产生影响：
- 领导IRB、IFRS9和信用决策模型的独立验证。
- 评估评级理念的概念合理性、数据质量、校准和在不同经济条件下的性能测试，结合周期状态评估。
- 监督整个信用生命周期中的模型性能验证，包括组合和细分层面的结果，与RWA覆盖层、专家判断和管理调整的互动。
- 在结果偏离预期和风险偏好时提供可信的质疑。
- 确保验证结论反映在资本使用和RWA结果、信用决策框架、限制、覆盖层和监控要求中。
- 与模型负责人合作，确保发现得到适当纠正。
- 在信用模型验证问题上担任第二线技术权威。
- 支持与IRB模型相关的监管审查、深入分析和监管互动。
您将为这个职位带来：
- 在银行业/金融服务、模型开发/验证、信用风险和/或量化建模岗位（开发模型、提取数据）和/或治理方面的经验。
- 强大的统计和经济建模技能，以及编程语言（Python、SAS）的必要能力。
- 强大的沟通和影响力技能，能够与多个利益相关者密切合作，清晰传达复杂概念并实现成果。
- 理解模型如何影响信用决策、资本、拨备、压力测试和情景分析。
- 强大的书面沟通能力，能够撰写详细的验证报告，概述发现和模型依据。
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- Offers opportunity to challenge existing approaches and modelling methodologies.
- Offers variety across different projects, from IRB, IFRS9 and internal operational models applying innovative validation techniques.
- Join a supportive and collaborative team in this high-profile role.
Our people are customer obsessed. They work in close partnership to prioritise customer needs and deliver exceptional outcomes. This collaborative mindset enables innovation and builds enduring customer relationships supporting our ambition to be the most customer‑centric company in Australia and New Zealand.
As the Associate Director, you will join the Risk Frameworks, Execution and Models Team that is doubling down on shaping our strategic Model Risk validation approach while protecting our customers.
You’ll make an impact by:
- Leading independent validation of IRB, IFRS9 and credit decisioning models.
- Assessing conceptual soundness of rating philosophies, data quality, calibration and performance testing across economic conditions incorporating state of the cycle assessments.
- Oversee validation of model performance through the credit life cycle, including portfolio and segment level outcomes, interaction with RWA overlays, expert judgement and management adjustments.
- Provide credible challenge where outcomes diverge from expectations and risk appetite.
- Ensure validation conclusions are reflected in capital usage and RWA outcomes, credit decisioning frameworks, limitations, overlays and monitoring requirements.
- Partner with model owners to ensure findings are remediated appropriately.
- Act as line 2 technical authority on credit model validation matters.
- Support regulatory reviews, deep dives and supervisory engagement relating to IRB models.
You’ll bring to this role:
- Previous experience in banking/financial services, model development/validation, credit risk, and/or quantitative modelling roles (developing models, extracting data), and/or governance.
- Strong statistical and economic modelling skills with coding languages essential (python, SAS)
- Strong engagement and influencing skills with the ability to work closely with multiple stakeholders, to convey complex ideas clearly and deliver outcomes
- Understanding of how models affect credit decisions, capital, provisioning, stress testing and scenario analysis.
- Strong written communication skills with the ability to write detailed validation reports to outline findings and model rating outcomes which are backed by sound analytical evidence and rationale
- Openness and thought leadership to adopt AI tools for credit validation.
- Excellent strategic thinking, resilience, autonomy, and a customer focused mindset are essential for this role.
A diverse and inclusive workplace works better for everyone
We know that when our colleagues feel valued and celebrated for who they are, our customers experience banking that’s fairer, more accessible, and designed with who they are in mind. That’s why we’ve built a culture of inclusion and respect, where colleague voices are heard and valued, and everyone is supported to bring their authentic selves to work.
For details on the recruitment process, and accessibility, or alternate methods to apply for this role, please visit . To discuss adjustment requirements, please contact the NAB Careers team, via (please reference job number) or visit our Careers page through the link above for other contact options.
Join NAB
At NAB, we’re committed to supporting our colleagues with a comprehensive range of benefits designed to help you thrive both professionally and personally, including enhanced leave options, wellbeing support, access to NAB Perks, and ongoing career development opportunities.
If you think this role is the right fit for you, we would love to hear from you. Please note candidate screening and interviews may be conducted prior to the closing date of the job advert. Unsolicited CVs from agencies will not be accepted.
Salary: $180,000 TEC | Pay Scale: Group 4Originally posted on Himalayas