Senior Analyst - Stress Testing

CommBank; Sydney; On-site; AUD 140,000 - 180,000; Full time

Job summary

CommBank is seeking a technically strong risk professional in Sydney to lead rigorous credit risk stress testing across non-retail portfolios. You will combine hands-on analytics with stakeholder engagement to design, execute and deliver stress tests and strengthen models that support decision-making.

The role focuses on APRA/ICAAP stress testing, model validation and insight generation, using automation and AI-enabled tools to improve reporting and governance.

Qualifications

• Must have strong quantitative capability and ability to translate analysis into business decisions.
• Experience with credit risk, stress testing or IFRS 9 is highly regarded.
• Knowledge of IFRS 9, regulatory capital and macroeconomic modelling is preferred.

Responsibilities

• Deliver APRA and Group ICAAP stress-testing for non-retail portfolios.
• Prepare results for management review and regulatory submissions.
• Conduct industry, geographic and portfolio stress tests to assess risks.
• Run deep-dive analyses and sensitivity testing to support papers and decisions.
• Maintain and enhance statistical credit risk stress models and documentation.
• Translate complex findings into practical insights using dashboards.
• Engage stakeholders and present outcomes to senior forums.
• Mentor junior analysts and contribute to a high-performing team.

Skills

Quantitative judgement

Stakeholder engagement

Mentoring

Education

Tertiary qualifications in econometrics, mathematics, statistics, physics or related quantitative discipline

Tools

R Shiny

SQL

Python

Job description

• 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.

If this opportunity excites you, we'd love to hear from you.

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