Associate Director Quantitative Analysis

NAB

Location: Melbourne

Job Type: Part time

Posted


  • Use your passion for making an impact to our customers and across the business
  • Be recognised as an expert in your field, offering direction and support to the business.
  • You’ll be supported to manage your career, work and life.

It’s more than a career at NAB. It’s about more opportunity, more moments to make a difference and more focus on you.

Your job is just one part of your life. When you bring your ideas, energy, and hunger for growth to us, you’ll be recognised and rewarded for your contribution in return. You’ll have our support to excel for our customers, deliver positive change for our communities and grow your career.

It’s a good time to see what more you can find at NAB as Associate Director Quantitative Analysis.

This position involves responsibility for the development of Non-Retail credit risk models at NAB. This includes managing the end-to-end model development process, while ensuring models are fit for purpose and follow best practice statistical techniques.

This role will give you the opportunity to work on and manage many highly technical quantitative projects across a range of Non-Retail portfolios. Providing insights and leadership on statistical techniques and segmentation for model development is also a key element of the role.

Key responsibilities

  • Run and lead the end-to-end process for the build or redevelopment of credit risk models including PD, EAD and LGD projects across the team.
  • Ensure model developments meet regulatory and/or internal group standards, are delivered within agreed timeframes, and have all remediations actions identified and addressed.
  • Maintain model documentation to a very high standard to support NAB’s ranking as first in the quality of its implementation of the IRB framework compared to peers.
  • Be a subject matter expert on Basel and credit risk models and a point of contact for all queries relating to models and data.
  • Support the Head of Non-retail and Regulatory Modelling in developing team capability and responding to requests from across the business.
  • Be proactive in the escalation of issues and concerns.

What you will bring

  • Degree specialising in Mathematics, Statistics, Actuarial, or Econometrics up to and including PhD level.
  • A exceptional quantitative background and analytical capability.
  • Experience in the development of statistical models either through academic or ‘on the job’ roles.
  • Strong communication and planning skills with the ability to manage expectations to identify opportunities, problem solve and execute on agreed timeframes.
  • Understanding of the Financial/Banking industry.

A diverse and inclusive workplace works better for everyone.

At NAB, we are intent on building a culture we can all be proud of. One based on trust and respect. An uplifting environment where every single one of us feels appreciated and empowered to be our true, authentic selves. A diverse and inclusive workplace where our differences are celebrated, and our contributions are valued. It is a huge part of what makes NAB such a special place to be.

More focus on you
We are committed to delivering a positive experience for our colleagues and a workplace you can be proud of. We support our colleagues to balance their careers and personal life through flexible working arrangements such as hybrid working and job sharing and competitive financial and lifestyle benefits. We invest in our colleagues through world class development programs (Distinctive Leadership and Career Qualified in Banking), and empower you to learn, grow and pursue exciting career opportunities. For more information, please click here

Join NAB
If you think this role is the right fit for you, we invite you to apply.

NAB welcomes flexible working arrangements and encourages interested applicants to apply, highlighting their unique working preferences (including working hours and part-time status).

If you require any reasonable adjustments to the recruitment process or the role, please let the recruitment consultant know.  

Please note candidate screening and interviews may be conducted prior to the closing date of the job advert.

Please note unsolicited CVs from agencies will not be accepted.

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