Associate Director Stress Testing

Job no: 786469
Business unit: Risk
Position location: 395 Bourke St
Work type: Permanent Full time, Permanent Part time
Location: NSW- Sydney CBD, NSW- Sydney inner, VIC- Melbourne CBD, VIC- Melbourne inner

• Use your expertise to drive positive outcomes for our customers
• You'll be supported to manage your career, work and life
• You'll be encouraged to experiment and find out where you excel

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 Stress Testing.

Support the Head of Stress Testing in the development and execution of credit risk stress tests. These exercises need to meet regulatory requirements and deliver business insights that improve the resilience of NAB to a future economic downturn.

The role exists to specifically manage credit risk stress tests using NAB's Credit Stress Testing Engine (R-based), maintain and develop this model, and provide analysis and insights based on stress testing results.

Key Accountabilities:

• Preparing and running credit risk expert panels with key stakeholders
• Preparation and running of portfolio credit stress tests using NAB's credit risk stress testing engine (R software based). This is stressing the portfolios to assess the impacts of key metrics such as Credit Impairment Charges (CIC) and Risk Weighted Assets (RWA)
• Ensuring that the stress test results have run correctly and are reasonable

What you will bring:

• 5+ years' experience working in a financial organisation in a modelling / analytical / data capacity
• R programming skills (intermediate)
• Quantitative skills to understand credit models and related concepts
• Stakeholder engagement skills
• Ability to prioritise work based on cost / benefit

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. To learn more, visit the Benefits of Working at NAB page on our website.

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

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.

Advertised: 16 Feb 2023 6:00 AM AUS Eastern Daylight Time
Closing: 02 Mar 2023 11:55 PM AUS Eastern Daylight Time