Worker Type:
Permanent
Here at BNZ, it's about more than just banking. We work together in an agile, energising environment to create innovative solutions through our promise "If you can imagine a better future, let's find a way."
We support wellbeing, flexible working and have a generous leave offering. There is the opportunity for growth, learning and career development. No two days are the same.
Ko mātou tēnei | This is Us
Here at BNZ, it's about more than just banking. We work together in an agile, energising environment to create innovative solutions though our promise "If you can imagine a better future, let's find a way."
Mō te Tūranga | About the Role
We sat down with our Head of Non-Retail Credit Modelling (who you'd report to), and he let us know the following about the role.
What are some of the day to day tasks the person in this role will complete?
The Senior Analyst Credit Risk Systems role will provide review and development of medium materiality models used at the BNZ and provide support to existing and new CRS solutions. Other key responsibilities include:
- Building of business technical requirements, testing and implementation of cRWA systems and reporting, including CRE2 IRB and STD cRWA, CRE2 to BDH risk content reporting.
- Reviewing and development of medium materiality models used at the BNZ. Will include Tier 3 and PIT models.
- Reviewing and analysis of BNZ credit and operational capital models on an ongoing basis.
- Assisting CRS and Risk Financial Reporting teams with the maintenance, review and validation of IRB and STD credit RWA outputs.
What is the most exciting thing about this opportunity?
This role will provide review and development of medium materiality models used at the BNZ and provide support to existing and new CRS solutions!
What attributes will this person have in order to be successful?
You will be an experienced problem solver with strong numerical literacy to be able to analyse and draw insights from data. You will also have solid communication, organisation, and interpersonal skills. Working knowledge of SQL & Python is also essential.
Desirable skills include:
- Experience in using data presentation tools including Tableau and Power BI
- Understanding of the BNZ end to end credit process and credit risk systems
- Knowledge and understanding of BNZ's lending portfolio, drivers and measurement processes and techniques, including the AIRB and Standardised credit RWA capital models.
Nau Mai ki te Pēke o Aotearoa | Come to the Bank of New Zealand
This is an exciting opportunity to join us! We're bold thinkers who are taking brave steps to create a company that people want to work for, and customers want to bank with. If you're ready to join a fun organisation where we are proud of our culture and how we are helping New Zealander's to 'Find their way', then show your interest by submitting your application - we can't wait to read it.
Ehara taku toa i te toa takitahi, engari he toa takitini" - Success is not the work of an individual, but the work of many.”
Closing Date: 26 August 2025
Applications will be reviewed regularly across the advertising period, but we do reserve the right to close applications early.