Senior Credit Risk Stress Testing Analyst

Commonwealth Bank; Sydney; Vor Ort; AUD 150.000 - 210.000; Vollzeit

Zusammenfassung

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

Qualifikationen

• 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.

Aufgaben

• 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.

Kenntnisse

Advanced analytics

Data analysis

Statistical modelling

Model validation

Insight generation

Stakeholder engagement

People leadership

Ausbildung

Econometrics/Math/Stats/Physics degree

Tools

R

R Shiny

SQL

Python

Jobbeschreibung

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