Senior Analyst, Non-retail Models

756

Multiple Locations
Fully remote
Develop non-retail credit risk models
Statistical and econometric techniques
R and python for modeling
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.
  • 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.
  • At CBA we are dedicated to building a diverse, inclusive and authentic workplace.

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

  • Develop non-retail credit risk models
  • Statistical and econometric techniques
  • R and Python for modeling
  • Teradata SQL or Microsoft SQL
  • AWS tools familiarity
  • Generate risk insights

Nice-to-have

  • Collaborative and entrepreneurial work-style
  • Mentor/coach junior analysts
  • Basel regulatory standards
  • APRA regulations
  • IFRS9 requirements

Key Requirements

  • Experience developing credit risk models (PD, LGD, EAD)
  • Experience with R or Python
  • Experience with GitHub
  • Experience with Teradata SQL or Microsoft SQL
  • Familiarity with AWS tools is an advantage
  • Familiarity with Basel or APRA regulations is an advantage

Work Rights

Not specified

Tailored Resume

Cover Letter