Credit Risk Stress-Testing Analyst - In-House Monitoring

CommBank; Sydney; Sur place; AUD 120 000 - 180 000; Plein temps

Résumé du poste

CommBank is seeking a risk analytics professional to help build an in-house stress-testing model monitoring capability across non-retail credit portfolios. You will combine hands-on analytics in R/Python with SQL data manipulation and engage stakeholders to translate findings into actionable insights for senior audiences.

You’ll join the IB&M Risk Credit Portfolio team, contributing to monitoring, provisioning and project milestones through defined checkpoints and delivery timelines.

Qualifications

• Have experience in credit risk modelling, ideally applied to stress testing or provisioning.
• Are proficient in R or Python for analysis.
• Have strong SQL skills to query and manipulate data.
• Can demonstrate proven stakeholder engagement and communication skills, including with senior audiences.
• Have knowledge of credit risk management, risk concepts and processes; non-retail portfolio experience is advantageous.
• Work well to defined checkpoints and delivery timelines.

Responsabilités

• Help develop and implement an in-house stress-testing model monitoring capability.
• Support the deployment of monitoring for existing internal stress-testing models across non-retail portfolios.
• Provide ongoing monitoring and performance assessment of stress-testing models once live.
• Apply credit risk modelling used for stress testing and provisioning to inform monitoring outcomes.
• Run hands-on data analysis in R or Python to assess model performance.
• Query and manipulate data using SQL to support monitoring and reporting.
• Engage business and risk stakeholders, translating findings into practical insight and presenting to senior forums.
• Contribute to delivery milestones and checkpoints across the project lifecycle.

Connaissances

Stakeholder engagement

Communication skills

Quantitative judgement

Outils

R

Python

SQL

Description du poste

CommBank is seeking a risk analytics professional to help build an in-house stress-testing model monitoring capability across non-retail credit portfolios. You will combine hands-on analytics in R/Python with SQL data manipulation and engage stakeholders to translate findings into actionable insights for senior audiences.

You’ll join the IB&M Risk Credit Portfolio team, contributing to monitoring, provisioning and project milestones through defined checkpoints and delivery timelines.