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 Senior Manager, Stress Testing & ICAAP, you will play a key role in delivering and transforming ANZ’s credit stress testing and forecasting capability.
This role sits within the Stress Testing team under Risk Metrics & Measurement (RMM). You will work across credit risk, analytics, data and systems to uplift stress testing processes, strengthen regulatory readiness, and support timely, high quality delivery of credit stress testing outcomes. You will also work closely with the RMST (RMM Strategic Transformation) project team to support the implementation of a new vendor based stress testing system. 

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.

Location: Auckland or Wellington
Role Type: Fixed Term (ending September 2027)
Work Hours: Full-time

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

As Senior Manager, Stress Testing & ICAAP, you will have the opportunity to:

• 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.
• Support the implementation of a new stress testing system as part of the RMM transformation objectives, including participation in requirements definition, design workshops, testing and parallel runs;
• Perform impact analysis and investigate movements between legacy and new system stress testing and forecasting outputs.
• Support user acceptance testing (UAT), including test planning, execution, issue investigation and resolution.

Ōu Pūkenga? - What will you bring?

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

• Experience in credit risk, risk analytics, or modelling within banking or financial services.
• Solid understanding of core credit risk concepts (IFRS 9, ECL and RWA), with experiences in stress testing or scenario analysis. 
• Strong numerical, analytical, and problem-solving skills, with the ability to investigate complex results and explain findings and outcomes clearly.
• Experience using data and analytical tools (e.g. SQL, SAS, R, Python, Excel). 
• Ability to work effectively in a dynamic, collaborative environment with evolving requirements and timelines. 
• Exposure to system, model or regulatory initiatives, including working with risk platforms or vendor solutions.
• A growth mindset with the willingness to develop deeper expertise in stress testing. 
• Tertiary qualification in an analytics-based discipline (e.g. statistics, actuarial science, mathematics, finance, quantitative finance, engineering).

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 112808.

Te Rā Ōtinga - Job Posting End Date

01/05/2026 , 11.59pm, (NZST)