Senior Analyst, Non-retail Models

Hecommunitybank

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 risk frameworks to allow the Group to take conscious exposures to credit, market, operational, compliance and insurance risks

Job Summary

  • Risk Management is responsible for developing and deploying risk frameworks to allow the Group to take conscious exposures to credit, market, operational, compliance and insurance risks.
  • 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 risk frameworks to allow the Group to take conscious exposures to credit, market, operational, compliance and insurance risks.

Skills & Requirements

Must-have

  • Develop non-retail credit risk models
  • Statistical and econometric techniques
  • R and Python for modeling
  • AWS, Teradata SQL, Microsoft SQL
  • Generate credit portfolio insights
  • Document modelling results and methodology

Nice-to-have

  • Collaborative and entrepreneurial work-style
  • Interpret and present complex material
  • Mentor and coach analysts
  • Familiarity with Basel regulations
  • Familiarity with 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
  • Experience with GitHub
  • 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

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