This role will lead the modelling of risk to support the origination and ongoing performance of the Retail consumer, commercial and novated portfolios.

The Senior Manager Risk Modelling, Reporting and Analytics, reporting to the Head of Retail Credit Risk, is responsible for the development, monitoring, validation and review of Credit risk models used for scoring, risk parameters, provisioning, pricing and projects for the Retail Credit portfolios.

Key Accountabilities & Responsibilities;

• Development and implementation quantitative/behavioural models in line with credit risk appetite and targeted risk profile.

• Back testing and validation of models developed to ensure effectiveness and optimum performance, including recommendations for changes.

• Data exploration to provide insights, uncover patterns, and identifiable actionable insights and recommendations.

• Forecasting, Reporting and Analytics for deeper understanding of the risk profile and insights to support retail credit risk strategies.

• Analysis and insights to enhance portfolio profitability and the customer experience.

• Management and monitoring of the retail credit portfolio.

• Portfolio PD, LGD and EAD estimates for default, loss and credit risk measurement

• Provisioning for impairment including Expected Credit Loss and asset risk.

Key Stakeholders;

• Risk - Retail Credit Risk, Enterprise Risk and Compliance, Asset Risk, Wholesale Risk

• Technology – Enterprise Data

• Operations – Customer Originations, Credit

• Product - Pricing, Data and Analytics

• Sales and Distribution – Retail Distribution, Novated Leasing, Product & Pricing

• Finance – Financial Control and Operations

Qualifications

• Tertiary qualified in Finance, Data Science, Statistics, Accounting or related field

Experience

• Experience in the Auto Finance or broader Retail Finance industry

• Extensive experience in statistical analysis, quantitative modelling and data analytics

• Advanced data management, programming & presentation skills: e.g. Python/R, SQL, SAS etc. Including manipulation of large complex data sets

• Developing, implementing, validating and monitoring application scorecards

• Loss provisioning models to meet accounting requirements (AASB9) and knowledge of financial statement impacts

• Credit risk strategy

Our Principles

Do what’s right​
We have good intent and we do the right thing

Bold and courageous​
We challenge, evolve and innovate for sustained success

Own it and deliver​
We’re accountable

Win together​
We collaborate and encourage each other to thrive

Celebrate success​
We appreciate and celebrate our achievements

How to apply

Select the 'Apply' button above to send your resume through to the Talent Acquisition team.

Angle Auto Finance is committed to attracting, retaining and strengthening the performance of a diverse, equitable and inclusive workforce. It is our commitment to ensure equal employment opportunities without discrimination or exclusion on the basis of cultural heritage, colour, religion, citizenship status, age, sex, sexual orientation, gender identity, or expression, marital or domestic/civil partnership status, disability, veteran status, genetic information or any other basis protected by law.