Senior Analyst, Non-retail Models

Xn Karrierefhrer 4ob

Fully remote
Quantitative statistical modelling
R and python for modelling
Credit risk models (pd, lgd, ead)
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
  • R and Python for modelling
  • Credit risk models (PD, LGD, EAD)
  • Teradata SQL or Microsoft SQL
  • AWS tools familiarity

Nice-to-have

  • Collaborative and entrepreneurial work-style
  • Interpreting complex material
  • Mentoring and coaching analysts
  • Machine Learning algorithms

Key Requirements

  • Experience in developing credit risk models
  • Experience in modelling using R or Python
  • Experience with Teradata SQL or Microsoft SQL
  • Familiarity with AWS tools
  • Familiarity with Basel regulatory standards or APRA regulations or IFRS9 requirements

Work Rights

Not specified

Tailored Resume

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