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34 ANZ Banking Group Jobs
Risk Modelling Validation & Insights Specialist
3-7 years
₹ 4 - 8.1L/yr (AmbitionBox estimate)
This is an estimate of the average salary range for this
position. It has not been reviewed by the company, and
the actual salary may differ.
Bangalore / Bengaluru
1 vacancy
Risk Modelling Validation & Insights Specialist
ANZ Banking Group
posted 3d ago
Job Role Insights
Flexible timing
Key skills for the job
Job Description
About Us
At ANZ, were shaping a world where people and communities thrive, driven by a common goal: to improve the financial wellbeing and sustainability of our millions of customers.
About the Role
The Manager position with the Credit Model Validation and Insights (CMVI) team at ANZ is primarily responsible to validate a diverse suite of credit risk models for Wholesale (non-retail) and Retail portfolios and to support the development of validation methodologies/frameworks, tools, and related governance activities. The successful candidate is expected to provide guidance and coaching to junior staff and be self-sufficient in completing model validations autonomously.
Banking is changing and we re changing with it, giving our people great opportunities to try new things, learn and grow. Whatever your role at ANZ, you ll be building your future, while helping to build ours.
Role Type: Full Time, Permanent
Role Location: Manyata Tech Park, Bengaluru
Role Location: Manyata Tech Park, Bengaluru
What will you bring
Essential skills:
- Strong foundation in Mathematics/Statistics/Quant skills
- Proficiency in at least two quantitatively focused programming languages: e.g. R, Python, Julia, MATLAB, SAS
- Strong data manipulation/management skills including SQL and working with databases (e.g. BigQuery, SQLServer)
Relevant Experiences:
- Experience in leading building/validating credit risk models (e.g., capital/AIRB, provisions/IFRS9 ECL, decisions/scorecard models, or Stress Testing models).
- Knowledge of Basel regulatory framework, capital (incl. PD, LGD, EAD) models, ECL/IFRS9, and stress testing
- Knowledge of Wholesale (non-retail) models and portfolios.
Soft Skills:
- Be able to independently lead model validation/development project with small project teams
- Be Curiosity driven
- Lifelong learner with a growth mindset with a demonstrated ability to learn technical and soft skills on the job
- Collaborate well within a team environment
- Proficient written and verbal communication
- Problem solving skills and attention to detail
- Engage with internal and external stakeholders effectively
Educational Background: Post graduate qualifications in statistics, econometrics, mathematics, data science, machine learning or equivalently quantitative field
Desired Skills:
- Experience in R/R Shiny, Git/Github
- Experience with machine learning techniques such as XGBoost, Neural Networks
Employment Type: Full Time, Permanent
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What people at ANZ Banking Group are saying
Specialist salary at ANZ Banking Group
reported by
13
employees
with 3-8
years exp.
₹4
L/yr - ₹10.5
L/yr
28%
less
than the average Specialist Salary in India
View more details
What ANZ Banking Group employees are saying about work life
based on 1k employees
Flexible timing
Monday to Friday
No travel
Day Shift
ANZ Banking Group Benefits
View more benefits
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