Senior Analyst, Non-retail Models

Commonwealth Bank of Australia

Multiple Locations, , Australia
Fully remote
Quantitative statistical modelling
Credit risk model development
R and python programming
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 within a Board-approved appetite

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 within a Board-approved appetite.
  • The role involves working with a team of skilled quantitative analysts to develop, maintain and enhance key non-retail credit risk models and methodologies across the CBA Group.
  • CBA is dedicated to building a diverse, inclusive and authentic workplace with flexible working options and a culture of inclusion and respect.

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 within a Board-approved appetite.

Skills & Requirements

Must-have

  • Quantitative statistical modelling
  • Credit risk model development
  • R and Python programming
  • Teradata SQL data management
  • Advanced statistical and econometric techniques
  • Model documentation and validation

Nice-to-have

  • Familiarity with Basel regulatory standards
  • Experience with AWS tools
  • Collaborative and entrepreneurial work-style
  • Strong written and verbal communication skills
  • Time management and mentoring abilities
  • Experience with IFRS9 collective provisions

Key Requirements

  • Experience developing credit risk models for PD, LGD, and EAD
  • Proficiency in R or Python with version control
  • Experience using Teradata SQL or Microsoft SQL
  • Knowledge of Basel and APRA credit risk regulations
  • Ability to mentor and coach analysts
  • Strong problem-solving skills for modelling and data challenges

Work Rights

Not specified

Tailored Resume

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