Senior Analyst, Non-retail Models

Xn Karrirbanken Kcb

Fully remote
Quantitative statistical modelling
Credit risk models
R and python
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

  • Quantitative statistical modelling
  • Credit risk models
  • R and Python
  • Teradata SQL or Microsoft SQL
  • AWS tools
  • Generate insights for credit portfolios

Nice-to-have

  • Collaborative and entrepreneurial work-style
  • Innovative techniques
  • Flexible working options
  • Inclusion and diversity

Key Requirements

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

Work Rights

Not specified

Tailored Resume

Cover Letter