Senior Analyst, Non-retail Models

onesearch.direct

Fully remote
R and python for statistical modelling
Credit risk model development
Non-retail credit risk models
Risk Management is responsible for developing and deploying the risk frameworks to allow the Group to take conscious exposures to credit, market, operational, compliance and insurance risks within a Board-approved appetite

Job Summary

  • Risk Management is responsible for developing and deploying the risk frameworks to allow the Group to take conscious exposures to credit, market, operational, compliance and insurance risks within a Board-approved appetite.
  • The team develops estimates for Probability of Default, Loss Given Default and Exposure at Default for credit portfolios, including retail and non-retail.
  • This role will be part of a team of skilled quantitative analysts and contribute to the development, maintenance and enhancement of key non-retail credit risk models and methodologies across the CBA Group.

Matching Summary

Risk Management is responsible for developing and deploying the risk frameworks to allow the Group to take conscious exposures to credit, market, operational, compliance and insurance risks within a Board-approved appetite.

Skills & Requirements

Must-have

  • R and Python for statistical modelling
  • Credit risk model development
  • Non-retail credit risk models
  • Time Series Analysis, Macroeconomic Modelling, Non-linear Regression
  • AWS, Teradata SQL, Microsoft SQL
  • Generate insights for credit portfolios
  • Document modelling results and thought process

Nice-to-have

  • Collaborative and entrepreneurial work-style
  • Interpret, report and present complex material
  • Mentor/coach analysts
  • Familiarity with AWS tools
  • Basel regulatory standards
  • APRA regulations
  • IFRS9 requirements

Key Requirements

  • Proven problem-solving skills
  • Experience in developing credit risk models (PD, LGD, EAD)
  • Experience in modelling using R or Python
  • Experience with version control (GitHub)
  • Experience with Teradata SQL or Microsoft SQL
  • Familiarity with Basel or APRA regulations

Work Rights

Not specified

Tailored Resume

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