Senior Data Scientist: Stress-Testing & Credit Risk

Commonwealth Bank; Sydney; On-site; AUD 150,000 - 230,000; Full time

Job summary

Commonwealth Bank's Model Development Chapter Area in Risk Management is looking for a Senior Data Scientist – Stress Testing Models. You will develop and enhance credit risk stress-testing models across the group, leveraging advanced statistics and AI tools to translate economic scenarios into risk insights.

You’ll work with retail and non-retail portfolios, use R, Python and SQL, and partner with validation, finance and business units to ensure robust modelling and governance.

Qualifications

• Strong experience in quantitative statistical modelling, data science or credit risk analytics.
• Experience with logistic and non-linear regression, time-series, panel modelling and macroeconomic modelling.
• Hands-on capability in R, Python and SQL with large datasets.

Responsibilities

• Lead the development and enhancement of credit risk stress-testing models.
• Translate macroeconomic scenarios into credit risk impacts (PD, LGD, EAD).
• Analyse model behaviour, sensitivities and risk drivers.
• Collaborate with model users, validation teams and business units.
• Apply AI responsibly to improve modelling and productivity.

Skills

Quantitative modelling

Econometrics

Credit risk analytics

R

Python

SQL

Machine learning

Time-series

Panel modelling

Communication skills

Education

Math/Stats degree

Tools

Teradata

AWS

Job description

Commonwealth Bank's Model Development Chapter Area in Risk Management is looking for a Senior Data Scientist – Stress Testing Models. You will develop and enhance credit risk stress-testing models across the group, leveraging advanced statistics and AI tools to translate economic scenarios into risk insights.

You’ll work with retail and non-retail portfolios, use R, Python and SQL, and partner with validation, finance and business units to ensure robust modelling and governance.