Senior Market & Liquidity Risk Lead

Commonwealth Bank; Sydney; On-site; AUD 90,000 - 130,000; Full time

Job summary

Commonwealth Bank is seeking a team-oriented risk modeller to support financial risk modelling, capital analytics, and oversight across market and liquidity risk profiles. You will strengthen risk measurement frameworks, stress testing and scenario analysis, while engaging with risk, product, finance, technology and data teams.

The role covers risk measurement enhancements, governance, and reporting, with collaboration across governance forums to drive actionable insights for senior leadership.

Qualifications

• Experience in financial risk modelling and risk governance.
• Familiarity with stress testing, scenario analysis and risk appetite metrics.
• Ability to translate modelling outcomes into practical insights for senior stakeholders.

Responsibilities

• Contribute to development and governance of financial risk models across market risk and liquidity risk.
• Enhance measurement of exposure to market movements, liquidity demands and concentration risk.
• Monitor risk indicators, risk appetite metrics and early-warning indicators; identify improvement opportunities.
• Undertake stress testing and scenario analysis across portfolios and products.
• Review model assumptions, data quality and reporting outputs.
• Translate modelling results into clear insights and recommendations for governance forums.

Skills

Financial risk

Stress testing

Financial markets

Stakeholder communication

Reporting to senior stakeholders

Programming languages

Education

Quantitative finance/Statistics/Economics degree

Tools

Python

SQL

R

SAS

Job description

Commonwealth Bank is seeking a team-oriented risk modeller to support financial risk modelling, capital analytics, and oversight across market and liquidity risk profiles. You will strengthen risk measurement frameworks, stress testing and scenario analysis, while engaging with risk, product, finance, technology and data teams.

The role covers risk measurement enhancements, governance, and reporting, with collaboration across governance forums to drive actionable insights for senior leadership.