Senior Analyst, Non-retail Models

Kombuki

Fully remote
Quantitative statistical modelling
Develop non-retail credit risk models
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.
  • 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

  • Quantitative statistical modelling
  • Develop non-retail credit risk models
  • R and Python for modelling
  • Teradata SQL or Microsoft SQL
  • AWS tools familiarity
  • Generate insights for credit portfolios

Nice-to-have

  • Collaborative and entrepreneurial work-style
  • Innovative techniques
  • Interpret complex material
  • Mentor/coach analysts
  • Machine Learning algorithms

Key Requirements

  • Experience in developing credit risk models
  • Experience in modelling using R or Python
  • Experience with version control and collaboration platforms like GitHub
  • Experience working and maintaining datasets using Teradata SQL or Microsoft SQL
  • Familiarity with Basel regulatory standards or APRA regulations

Work Rights

Not specified

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