Manager, Credit Models

About the role

As a Manager, Credit Models in the NZ Risk Metrics & Measurement division of ANZ, you will lead the development, validation and ongoing management of credit decision, capital and provisioning models that support the bank’s risk framework. You will work closely with global and local stakeholders to ensure models meet regulatory standards and drive continuous improvement.

Key responsibilities

• Independently manage day‑to‑day governance and operation of credit decision, capital and provisioning models, covering development, validation, performance monitoring and lifecycle management.
• Support end‑to‑end processes for credit rating tools in New Zealand and resolve compliance issues related to regulatory capital adequacy, wholesale judgemental credit requirements and other assessments.
• Lead and coordinate model strategy and implementation activities across NZ and global teams, managing dependencies, timelines and delivery standards.
• Drive continuous enhancement of model risk management practices, including performance monitoring, health reporting, governance uplift and regulator‑ready documentation.
• Contribute to the design and implementation of next‑generation risk modelling capabilities using analytical techniques, automation and data‑driven insights to improve model effectiveness and operational efficiency.

Required profile

• Proven experience developing and validating credit decision, capital and provisioning models, working with large and complex datasets.
• Strong knowledge of credit risk data, rating tools, source systems and downstream capital/reporting processes.
• Ability to manage model governance, compliance and stakeholder coordination across multiple regions.

Required skills

• SAS
• SQL