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

Skills & Requirements

Key Requirements

• Experience in developing credit risk models
• Experience in modelling using R or Python
• Experience with version control and GitHub
• Experience with Machine Learning algorithms
• Experience maintaining datasets using Teradata SQL or Microsoft SQL

Work Rights