Sam Hurst Email & Phone Number

Melbourne, Vic, Au

Melbourne, Vic, Au

Melbourne, Victoria, Australia

Pricing Centre of ExcellenceKey Responsibilities:• Manage direct reports, and data/analytics work stream within Deposits Squad.• Develop and maintain data assets to support reporting and analytical work within the team.• Develop and maintain ML Models, generally relating to price sensitivity modelling (for both operational processes, and to support strategic portfolio decisions), or to automate a manual process currently undertaken by frontline staff.• Plan and support team's transition to cloud-native data and analytical tooling.Tools/Techniques Used:• Python, SQL, DBT, Airflow, trino/starburst, git, OpenShift, Kubernetes

Australia

Commercial Portfolio Management & Analytics, RiskKey Responsibilities:• Piloting new data pipelines and reports/dashboards.• Policy digitisation.• Coordinating joint delivery projects on behalf of initiative sponsor /accountable owner (generally relating to data pipelines and reporting/analytical capabilities).• Driving internal capability uplift.Major Projects:• Direction of Lending Policy digitisation and monitoring.• Team data platform usage strategy• Tactical Covid Response Dashboards and Reporting.Tools/Techniques Used:• R, Shiny, SQL, Teradata• BPMN, DMN, Redhat Decision Manager, Signavio Process Manager

Melbourne, Australia

BCBS239 Data Management Pilot ProgramEnterprise Data Governance, Digital BankingKey Responsibilities:• Design BCBS239 internal assessment framework.• Automated Reporting Solution for BCBS239.• Data Lineage Analysis.• Governance and Controls Reviews.

Melbourne, Australia

Group Model Validation, ComplianceKey Responsibilities:• Independent validation of new credit risk model developments• Development of ‘champion challenger’ models.Tools/Techniques Used:• Linear and Logistic Regression• Feature Engineering• AR Models• Monte Carlo Simulation• R, Shiny, rMarkdown, SAS, SQLMajor Projects:• IFRS9, Stress Testing, & AIRB Model Validation Frameworks• Validation of New Strategic Model Builds• Secretary of Retail Risk Datamart Operations Forum• Deployment of an RStudio Server and Shiny Server

Melbourne, Australia

Non-Retail Credit Risk Model Development, Group RiskKey Responsibilities:• Development of Basel (PD, EAD and LGD) ML models.• Provide ad hoc data extraction and analytical support to Group Credit Risk as required.Tools/Techniques Used:• Logistic Regression• Feature Engineering• R, Shiny, rMarkdown, SQL, LaTeXMajor Projects:• Moodys KMV Model Assessment

Melbourne, Australia

Business Credit, Credit Portfolio Management, Products and MarketsTools/Techniques Used:• Logistic Regression• Feature Engineering• R, SAS, SQLMajor Project:• Small Business Pre-Approval Model

Melbourne, Australia

Retail Credit Risk Model Development, Group RiskKey Responsibilities:• Development of Credit Application and Behavioural ML Models.• Assist in the building of predictive models used for customer identification, segmentation, acquisition, usage, profitability, response and attrition propensity.• Conduct analysis required for scorecard development, applying statistical modeling techniques such as multi-variate regression, logistic regression, cluster analysis or discriminant analysis.• Undertake regular scorecard monitoring and assist with model performance diagnostics as required.• Provide ad hoc data extraction and analytical support to Group Credit Risk as required.Tools/Techniques Used:• Logistic Regression, Feature Engineering, SAS, SQLMajor Projects: • ML Model: Personal Loan Application Scorecard• ML Model: Retail Small-Medium Enterprise Automated Business Lending Scorecard

Melbourne, Australia

Rotation 1, Analytics and Research Operations, People, Communications and MarketingKey Responsibilities: • Perform investigations, research and analysis.• Communicate with stakeholders. Major projects: • Business Bank Product Cross-Holdings ResearchRotation 2, Strategic Business Service VIC (Recoveries), Group RiskKey Responsibilities: • Recovery/Turnaround Strategy development and implementation.• Engagement with specialist support units and external service providers.Rotation 3, Non-Retail Credit Risk Model Development, Group RiskKey Responsibilities: • Conduct analysis required for predictive model development.• Communicate with stakeholders.• Ensure models were compliant with regulatory requirements.Major Projects: • ML Model: Asset Finance LGD Model

Bachelor Of Engineering (Hon), Mechanical & Automotive

Education record