In-House Credit Risk Stress-Testing Manager

Commonwealth Bank of Australia; Sydney; Vor Ort; AUD 140.000 - 230.000; Vollzeit

Zusammenfassung

Commonwealth Bank of Australia is seeking a Credit Risk Manager - Stress Testing to help build and embed an in-house stress-testing model monitoring capability for non-retail credit portfolios. You will combine hands-on analytics with stakeholder engagement to enable timely, data-driven decisions.

Using R, Python and SQL, you will turn model-performance data into clear insights; contribute to monitoring deployment and ongoing validation, collaborating with Risk Management and other teams across

Qualifikationen

• Strong quantitative judgement with ability to link analysis to business decisions.
• Experience in credit risk modelling, ideally stress testing or provisioning.
• Hands-on data analysis capabilities with practical experience.
• Proficiency in R or Python for analysis.
• Strong SQL skills to query and manipulate data.
• Proven stakeholder engagement and communication with senior audiences.

Aufgaben

• Develop and implement an in-house stress-testing model monitoring capability.
• Deploy monitoring for existing internal stress-testing models across non-retail portfolios.
• Provide ongoing monitoring and performance assessment of stress-testing models.
• 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.

Kenntnisse

R

Python

SQL

Jobbeschreibung

Commonwealth Bank of Australia is seeking a Credit Risk Manager - Stress Testing to help build and embed an in-house stress-testing model monitoring capability for non-retail credit portfolios. You will combine hands-on analytics with stakeholder engagement to enable timely, data-driven decisions.

Using R, Python and SQL, you will turn model-performance data into clear insights; contribute to monitoring deployment and ongoing validation, collaborating with Risk Management and other teams across