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Stress Testing & ICAAP Manager

Stress Testing & ICAAP Manager

Req ID:  123755
Department:  Risk New Zealand Risk Metrics & Measurement
Division:  Risk
Location:  Auckland

Ko Mātou – About Us

 

Kia Hanga I Te Ao, E Ora Ai, E Tupu Ai, Te Tangata Me Te Kainga. At ANZ, we’re 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. 

Mō te tūranga - About the role

 

As a Stress Testing & ICAAP Manager in our Risk Measurement and Metrics team, you’ll play a key role in helping manage and execute credit and solvency stress testing and support climate change stress testing capability for ANZ NZ. This role is responsible for using credit data to develop credit risk analytics, portfolio insights, “what-if” scenarios, forecasts and strategies which support regulatory and internal stress tests.

 

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: Permanent, Full Time
Role Location: Auckland or Wellington

Ka aha tō rā e kite ai? - What will your day look like

 

In this role, you’ll bring together data, modelling and risk insights to support key stress testing activity across ANZ NZ, including:

 

  • Manage and support ANZ NZs capability for stress testing of climate change risk and solvency stress tests, including Group and ICAAP related stress tests.
  • Enhance existing stress testing models and develop new and replacement models to align to revised regulatory requirements or those no longer fit for purpose.
  • Align stress testing to all appropriate regulatory requirements and internal requirements including data governance and provide assurance around integrity and quality of information.
  • Manage ANZ NZ’s stress testing tasks and delivery to deadlines.
  • Provide insights, analysis and risk oversight over stress testing models and processes.
  • Manage all ICAAP related deliverables including the annual review and governance processes.

Ōu Pūkenga? - What will you bring?

 

To grow and be successful in the role, you will ideally bring the following:

 

  • Study or experience in credit risk, credit analytics, finance, data modelling, statistics, economics, commerce or a related field.
  • Strong analytical skills, with the 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 would be an advantage.
  • Confidence using data analysis tools such as SAS, SQL, Python, or similar platforms to analyse information and support credit modelling activity.
  • Good attention to detail, with an understanding of data quality, governance and assurance.
  • The ability to work collaboratively with stakeholders and explain complex information in a clear and practical way.

 

You’re not expected to have 100% of these skills. At ANZ a growth mindset is at the heart of our culture, so if you have most of these things in your toolbox, we’d love to hear from you.

He aha te take e uru ai koe ki a mātou? - So, why join us?

 

From the moment you join ANZ, you'll be part of a work whānau striving towards a common purpose: shaping a world where communities thrive.  

 

But it's not just our customers who'll feel your impact. You'll feel it too. Because at ANZ, you'll have the resources, opportunities, and community you need to take the next big step in your career.  

 

We're a diverse community at ANZ in different roles, different locations, doing different things. That's why we have a range of flexible working arrangements, so our people can 'make work, work for them'. We also provide a range of benefits including access to wellbeing services and discounts on selected products and services from ANZ and more.    

 

At ANZ you'll be part of an organisation where the different backgrounds, perspectives and life experiences of our people are celebrated. That's because we're committed to building a workplace that reflects the diversity of Aotearoa New Zealand's communities and this is one of the reasons that has inspired us to develop a multi-year Te Ao Māori Strategy called Tākiri-Ā-Rangi. This includes increasing representation of Māori and Pasifika people at ANZ. Join us and get involved in one of our affinity networks which help us to better understand and meet the needs and interests of our increasingly diverse workforce.

 

Kua wātea te katoa ki te tono. We welcome applications from everyone and encourage you to talk to us about any adjustments you may require to our recruitment process or the role itself. If you are a candidate with an access requirement or disability, let us know how we can provide you with additional support.  

 

To find out more about working at ANZ visit https://www.anz.co.nz/careers/.You can apply for this role by visiting ANZ Careers and searching for reference number 123755.

Te Rā Ōtinga - Job Posting End Date

04/10/2026, 11.59pm, (NZST)

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