Senior Analyst - Stress Testing

Commonwealth Bank; Sydney; Sur place; AUD 150 000 - 210 000; Plein temps

Résumé du poste

Commonwealth Bank is seeking a skilled risk professional to lead credit risk stress testing for non-retail portfolios within the IB&M Risk Credit Portfolio. The role focuses on combining hands-on analytics with stakeholder engagement to deliver decision-ready insights and strengthen quantitative models.

You will collaborate with Risk Management and model validation teams in Australia, delivering regulatory submissions, improving processes and mentoring junior analysts in a high-performing team

Qualifications

• Proven ability to translate complex analytics into actionable risk insights.
• Experience with IFRS 9 provisioning and stress testing is preferred.
• Strong communication to senior stakeholders and across groups.

Responsabilités

• Deliver APRA and Group ICAAP stress-testing for non-retail portfolios.
• Prepare business-unit results and respond to regulatory questions.
• Conduct industry, geographic and portfolio stress tests for emerging risks.
• Perform deep-dive analyses and sensitivity testing for papers and decisions.
• Maintain and enhance statistical credit risk stress models per standards.
• Use data and dashboards to translate findings into practical insights.
• Engage stakeholders and present outcomes to senior forums.
• Mentor juniors and contribute to a high-performing team.

Connaissances

Advanced analytics

Data analysis

Statistical modelling

Model validation

Insight generation

Stakeholder engagement

People leadership

Formation

Econometrics/Math/Stats/Physics degree

Outils

R

R Shiny

SQL

Python

Description du poste

• Lead rigorous credit risk stress testing across non-retail portfolios and turn complex analysis into clear decisions.
• Join a collaborative risk team where hands-on technical work, stakeholder influence and career growth go together.
• Use advanced analytics, automation and AI-enabled tools to strengthen models, reporting and insight.

Do Work That Matters

Be part of the team that helps CommBank make better decisions. Risk Management partners across the Group to identify, assess and manage risk, protecting our customers, strengthening the bank and enabling sustainable growth.

See yourself in our team

You will join the IB&M Risk Credit Portfolio team within Risk Management. The team delivers stress testing, IFRS 9 provisioning, risk projects and process improvements, working with stakeholders across the business, Risk Management and model validation teams in Australia and offshore. In this role, you will combine hands-on analytics with strong stakeholder engagement to design, execute and deliver credit risk stress tests for non-retail portfolios, producing decision-ready insights and enhancing the quantitative models that support them.

• Deliver APRA and Group ICAAP stress-testing activities, including credit risk impact assessment for non-retail portfolios.
• Prepare business unit results, support management review and respond to questions arising through Group and regulatory submissions.
• Deliver industry, geographic and portfolio stress tests that assess emerging risks and areas of heightened concern.
• Run deep-dive analysis and sensitivity testing to support papers, decisions and regulatory obligations.
• Maintain, monitor and enhance statistical and quantitative credit risk stress-testing models in line with model standards.
• Use data, dashboard reporting and clear documentation to translate complex findings into practical insights.
• Engage business and risk stakeholders to incorporate expert judgement and present outcomes to senior forums.
• Mentor junior analysts and contribute to an inclusive, high-performing team while remaining close to the technical work.

We're interested in hearing from people who:

You bring strong quantitative judgement, curiosity and the ability to connect technical analysis with business decisions. We know great candidates may not meet every requirement listed below, so if your experience could add value we would still like to hear from you.

• Have tertiary qualifications in econometrics, mathematics, statistics, physics or a related quantitative discipline, or equivalent practical experience.
• Bring advanced analytics capability across data analysis, statistical modelling, model validation and insight generation.
• Have knowledge of IFRS 9, regulatory capital and macroeconomic modelling, with credit risk or stress-testing experience highly regarded.
• Are proficient in R, R Shiny and SQL, with Python or another programming language also valuable.
• Can use automation and AI-enabled development tools to improve coding efficiency, documentation and model workflows, while applying appropriate validation and human judgement.
• Communicate complex analysis clearly and can influence stakeholders, including presenting findings to senior audiences.
• Have knowledge of credit risk management, risk concepts and processes, with experience across non-retail portfolios advantageous.
• Can coach or mentor others, with prior people leadership experience welcome but not essential.

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