Senior Credit Risk Stress Test Analyst

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

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.