Credit Risk Modelling Specialist - Retail

Kia ora, haere mai ki ASB.

At ASB, we’re all about doing what’s right for our customers, our people, and our communities. As part of our Credit Risk Management whānau, you’ll play a key role in strengthening how we monitor, understand and manage credit risk across our retail portfolios.

This is an opportunity to sit at the heart of decision-making—translating complex model insights into meaningful actions that shape outcomes across the bank.

Te tūranga | The role

As a Credit Risk Modelling Specialist – Retail, you’ll lead and deliver model monitoring activities that ensure our credit risk models remain robust, accurate, and fit-for-purpose.

You’ll act as a critical connector between modelling teams, the business, and risk stakeholders—bringing clarity to complexity and helping drive informed decision-making.

Ngā mahi | What you’ll do

• Monitor, assess and continuously enhance Credit Risk models to ensure performance, stability and reliability
• Deliver model monitoring workstreams within key strategic initiatives, partnering across teams
• Translate complex modelling outputs into clear, actionable insights for a wide range of stakeholders
• Maintain high-quality, accurate and timely model performance reporting
• Identify emerging risks or performance deterioration, and lead root cause analysis and resolution
• Support model validation, audit outcomes and regulatory expectations through robust monitoring evidence
• Maintain documentation, procedures and model registers to meet governance and compliance standards
• Work collaboratively across modelling, validation and business teams to strengthen the model lifecycle

Ō pūkenga | What you’ll bring

• Strong credit risk analytics experience (typically 5+ years), ideally across IRB or IFRS9 frameworks
• Proficiency in analytical programming tools such as SAS, Python, R or SQL
• Experience working with large datasets and modern data platforms (e.g. SQL, Snowflake, Databricks)
• A solid understanding of data quality, lineage and controls within a risk environment
• Experience developing monitoring frameworks, dashboards and reporting outputs
• Strong documentation skills, including the ability to produce model reports or Committee papers
• The ability to simplify complex analytical concepts and influence stakeholders at all levels

Te mahi tahi | Working at ASB

At ASB, we live our values every day: Caring, Courage and Curiosity. These aren’t just words—they shape how we show up for our customers and for each other.

You’ll join a collaborative, high-performing environment where your work will have real impact, and where you’ll be supported to grow your career and capabilities.

Why join us?

• Work on meaningful, complex challenges that directly impact risk strategy
• Be part of a connected, supportive and purpose-led team
• Grow your expertise in a modern data and modelling environment
• Flexible and inclusive workplace that encourages you to bring your whole self to work

Me pēhea te tono | How to apply

If you’re ready to take the next step in your credit risk career and make a real impact, we’d love to hear from you.