Senior Analyst, Non-retail Models

756

Fully remote
Develop non-retail credit risk models
Statistical and econometric techniques
R and python for modelling
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

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

Nice-to-have

  • Collaborative and entrepreneurial work-style
  • Interpret, report and present complex material
  • Mentor/coach analysts
  • Basel regulatory standards
  • IFRS9 requirements

Key Requirements

  • Proficiency in quantitative statistical modelling
  • Experience developing credit risk models (PD, LGD, EAD)
  • Experience with R or Python
  • Experience with Teradata SQL or Microsoft SQL
  • Familiarity with AWS tools is an advantage
  • Familiarity with Basel or APRA regulations is an advantage
  • Familiarity with IFRS9 requirements is an advantage

Work Rights

Not specified

Tailored Resume

Cover Letter