Senior / Lead Risk Analyst (Model Risk)

Bureau Limited

  • Permanent Full Time
  • Auckland

Bureau Limited
Auckland 
Banking & Financial Services
Compliance & Risk
Fulltime, permanent position 

Ko wai ngā Kaitiaki Tahua Penihana Kaumātua o Aotearoa – Who are the Guardians of New Zealand Superannuation?

The Guardians of New Zealand Superannuation are an innovative, award-winning global investor. Their primary role is to manage the NZ Super Fund, an investment fund which invests taxpayer contributions globally to help pre-fund universal superannuation in New Zealand. 

Their team has a deep sense of purpose through the work they do to benefit future generations of New Zealanders. At the Guardians there’s an energy, passion and a shared commitment to excellence. The work is complex, innovative and intellectually stimulating. 

Their positive work environment respects your wellbeing while supporting your career and your future. As a proud equal opportunity employer they do not discriminate in their hiring practices, diversity and inclusiveness are highly valued.

E pā ana ki te tira – About the team

The Risk business unit is responsible for leading, informing and monitoring key portfolio, enterprise and compliance risk areas for the Guardians. This includes providing risk assurance on the Fund and the organisation to the Board and management committees, as well as identifying, measuring, reporting and communicating across the key areas of risk. It aims to partner across the Guardians to enhance decision making through independent advice, insightful reporting, and constructive challenge.

Model Risk forms part of the Risk business unit, and works closely with the rest of the organisation, as well as with a number of external parties and peer funds.

E pā ana ki te tūranga – About the position

In this role you will lead and drive the model risk management strategy to ensure alignment with the Guardians’ risk appetite. You will achieve this by overseeing and implementing the Guardians’ model review process, including developing and maintaining a model inventory database, while managing and directing reviews to provide “effective challenge” to models.

To achieve these, key tasks will include:

  • Report on the Model Risk process and its activities.
  • Examine new and existing models and assess related risks and parameters for use.
  • Maintain and enhance the model database.
  • Provide leadership in model risk-related projects.
  • Provide reporting to Board and management committees as required.
  • Support other Guardians’ activities as required.

E pā ana ki to hītori mahi – About your work history

We are looking for individuals with:

  • Extensive model risk management experience, and a key understanding of model risk frameworks.
  • A solid understanding of the key components of model risk frameworks, and how to build the models.
  • Broad programming language experience – including to exposure to one or more of Python, R, Matlab, C+.
  • Proven stakeholder management, including dealing with Boards and senior management.
  • Excellent planning, analytical and organisational skills, matched with strong quantitative skills.
  • Exceptional verbal and written communication skills.
  • Collegial, constructive approach, including the ability to influence the decisions of internal business units.

“Ehara taku toa, he takitahi, he toa takitini” - My success should not be bestowed onto me alone, as it was not individual success but success of a collective.

We encourage expressions of interest from a diverse applicant pool, including applicants interested in discussing flexible work options including working from home for part of the week. Reasonable support will be provided to disabled applicants throughout the recruitment process.

We will consider applicants from outside New Zealand, if they are intending to relocate and ideally are already eligible to work here.

For more information, or a confidential discussion, please contact Judith Sheehan ph 021 983 333 / 09 216 2224 or send your CV with a cover letter to judith@bureau.co.nz

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