Stress Testing & ICAAP Manager

About the role

The Stress Testing & ICAAP Manager will join the Risk Measurement and Metrics team to lead credit and solvency stress testing, including climate‑change stress testing, for ANZ New Zealand. You will combine data, modelling and risk insights to support regulatory and internal stress‑test programmes.

Key responsibilities

• Manage and support ANZ NZ’s capability for stress testing of climate‑change risk, solvency stress tests, Group and ICAAP related stress tests.
• Enhance existing stress‑testing models and develop new models to meet revised regulatory requirements.
• Align stress testing with regulatory and internal data‑governance standards, ensuring data integrity and quality.
• Oversee delivery of stress‑testing tasks to meet deadlines and provide risk insights.
• Provide analysis and oversight of stress‑testing models and processes.
• Manage all ICAAP‑related deliverables, including the annual review and governance processes.

Required profile

• Study or experience in credit risk, credit analytics, finance, data modelling, statistics, economics, commerce or a related field.
• Strong analytical ability to work with credit data, models and scenarios to produce clear risk insights.
• Experience in banking, risk, stress testing, ICAAP, credit risk or regulatory reporting is advantageous.
• Ability to collaborate with stakeholders and communicate complex information clearly.

Required skills

• SAS
• SQL
• Python

What we offer

• Flexible working arrangements to help you balance work and life.
• Access to wellbeing services and discounts on selected ANZ products.
• Commitment to diversity and inclusion, with affinity networks and a multi‑year Māori strategy.