Produce credit risk forecasts under a range of stress scenarios for CBA’s non-retail portfolios.
Embed CBA’s non-retail portfolio credit risk stress testing capabilities. This work supports CBA’s ability to effectively manage credit risk across their non-retail portfolios, identifying emerging risks or industry trends.
Undertake ad-hoc credit risk analysis to support review and challenge of credit risk estimates/forecasts.
Design, review and enhance fit for purpose stress test models and processes to support credit risk stress testing activities.
Advanced knowledge and experience with data analytics.
Experience with data analytical programs, such as R, Python or SAS.
Good communication skills. Ability to articulate business, industry and economics context.
Understanding of credit risk management, Risk concepts/process and regulation preferable.
Experience with credit risk modelling preferable.
Tertiary qualification in a Finance, Economics, Technology or Quantitative discipline.
Company
Location
Sydney - Australia
Job type
Full-Time
Python Job Details
You are a curious and enthusiastic individual with a true passion for Data and Analytics
We are a value driven team responsible for providing IB&M businesses with specialist risk services and advice
Together we can build a brighter future for our customers and communities and provide insightful risk solutions across the Group
Do work that matters:
Risk Management, Institutional Banking & Markets (IB&M) forms part of the Group Risk Management division, and specifically, it provides IB&M businesses with specialist risk services and advice.
This role is primarily accountable for the design, execution and delivery of stress tests for IB&M. This includes the annual APRA and Group stress test, as well as industry/portfolio level stress tests.
In addition you will contribute to the design, creation and enhancement of fit-for-purpose stress test models for different level of stress tests.
On a day to day basis you will:
We are interested in hearing from people who have:
Please note that we’re interested in hearing from people who might not meet all the following criteria. We’re open to working with the right candidate to fill any skill gaps during your journey at CommBank.
If this sounds like you then apply today!
If you're already part of the Commonwealth Bank Group (including Bankwest), you'll need to apply through Sidekick to submit a valid application. We’re keen to support you with the next step in your career.
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