Senior Data Scientist - Credit Risk Stress Testing

Commonwealth Bank; Melbourne; Vor Ort; AUD 150.000 - 190.000; Vollzeit

Zusammenfassung

Commonwealth Bank in Melbourne seeks a Senior Data Scientist – Stress Testing Models to lead credit risk stress-testing model development across the Group. You will translate macroeconomic scenarios into PD, LGD and EAD impacts while delivering meaningful, governance-ready insights.

You will apply advanced statistics, work with large datasets, and collaborate with validation, finance and business units to support enterprise risk planning and decision-making.

Qualifikationen

• Strong experience in quantitative statistical modelling, data science, econometrics or credit risk analytics.
• Experience with predictive modelling, time-series analysis, macroeconomic modelling and machine learning.
• Hands-on capability in R and/or Python, SQL, and large datasets.

Aufgaben

• Lead the development and enhancement of credit risk stress-testing models used across the Group.
• Translate macroeconomic and portfolio scenarios into credit risk impacts (PD, LGD, EAD).
• Analyse model behaviour and key risk drivers to support risk decisions.
• Collaborate with model users, validation, and business teams throughout the modelling lifecycle.

Kenntnisse

Credit risk modelling

Statistical modelling

R/Python

Data analysis

Macroeconomic modelling

Ausbildung

Quantitative degree

Tools

R

Python

SQL

Teradata

AWS

Jobbeschreibung

Commonwealth Bank in Melbourne seeks a Senior Data Scientist – Stress Testing Models to lead credit risk stress-testing model development across the Group. You will translate macroeconomic scenarios into PD, LGD and EAD impacts while delivering meaningful, governance-ready insights.

You will apply advanced statistics, work with large datasets, and collaborate with validation, finance and business units to support enterprise risk planning and decision-making.