Data Scientist Senior Associate

Commonwealth Bank; Bengaluru; Presencial; INR 1 500 000 - 2 800 000; Tempo integral

Resumo da oferta

Commonwealth Bank in Bengaluru is seeking a Senior Associate Data Scientist for Credit Model Validation. You will drive validation activities, assess data quality and modelling approaches, and engage with stakeholders to communicate risks and recommendations.

The role involves contributing to strategic transformation, enhancing validation methodologies, and improving efficiency across the model ecosystem within the bank's risk framework.

Qualificações

• 2–4 years of credit risk model validation or development experience on IRB, IFRS9 and stress testing models.
• Demonstrated experience in end-to-end delivery of projects; solid communication and time management skills.
• Tertiary qualifications in a quantitative discipline such as mathematics, statistics or econometrics.
• Programming skills in SAS, R, Python and SQL.
• Experience with Basel regulatory standards for credit risk is essential.
• Exposure to APRA regulations on IRB, IFRS9 and stress testing is advantageous.

Responsabilidades

• Credit Model Validation – validate data quality, modelling methods, performance and regulatory compliance for IRB, IFRS9 and stress testing models across the lifecycle.
• Stakeholder Engagement – communicate findings, risks, and recommendations to developers, owners and monitors.
• Strategic Transformation & Continuous Improvement – contribute to transformations, uplift methodologies and improve validation outcomes.

Conhecimentos

Credit risk validation

End-to-end delivery

Quantitative discipline

Communication

Time management

Formação académica

Bachelor’s or Master’s in CS/IT

Ferramentas

SAS

R

Python

SQL

Jupyter notebooks

GitHub

Copilot/GPT/Claude

Descrição da oferta de emprego

Organization

At CommBank, we never lose sight of the role we play in other people’s financial wellbeing. Our focus is to help people and businesses move forward to progress. To make the right financial decisions and achieve their dreams, targets, and aspirations. Regardless of where you work within our organisation, your initiative, talent, ideas, and energy all contribute to the impact that we can make with our work. Together we can achieve great things.

Job Title

Senior Associate Data Scientist, Credit Model Validation

Location

Bangalore

Business & Team

Model Risk & Validation team plays a critical role in safeguarding the integrity of data-driven decisions across the Group. We provide second-line assurance through rigorous oversight and challenge, ensuring every model meets internal and regulatory standards. Join us and be part of a team that’s shaping the future of risk, technology, and AI across the bank.

At CBA, our Model Risk & Validation team plays a critical role in safeguarding the integrity of data-driven decisions across the Group.

Impact & contribution

As a key member of our Model Risk & Validation team, you’ll drive robust validation processes, deploy cutting‑edge analytics tools, and embed robust risk management practices across our model ecosystem. You’ll work with a high‑performing quantitative team, collaborating to uphold the integrity of our model risk framework while influencing the Group’s broader AI and transformation strategies

Roles & Responsibilities

• Credit Model Validation – Perform validation activities assessing data quality, modelling methodologies, model performance and regulatory compliance across the model lifecycle for IRB, IFRS9 and Stress Testing models (including new models and ongoing post‑implementation fit‑for‑purpose reviews).
• Stakeholder Engagement – Engage proactively with stakeholders including internal audiences and forums comprising model developers, owners and monitors to communicate findings, risks, and recommendations.
• Strategic Transformation & Continuous Improvement – Contribute to strategic transformation and continuous improvement in the validation function, streamlining workflows, uplifting validation methodologies, and enhancing the quality, consistency and efficiency of validation outcomes.

Essential Skills

• 2-4 years of credit risk model validation or development experience on IRB, IFRS9 and stress testing models
• Demonstrated experience in end‑to‑end delivery of projects; and sound communication and time management skills.
• Tertiary qualifications, with above average academic achievements, in a quantitative discipline such as mathematics, statistics and econometrics.
• Programming skills in SAS, R, Python and SQL.
• Experience with the Basel regulatory standards regarding credit risk is essential
• Experience with and relevant APRA regulations on IRB, IFRS9 and stress testing is advantageous
• Expertise in using Jupyter notebooks or R‑markdown, GitHub is a definite advantage
• Working knowledge of copilot, GPT, Claude etc. is a necessity
• Demonstrated skills in written and verbal communication, including ability to interpret and report complex material and make sound recommendations to a range of stakeholders

Education Qualification

Bachelor’s degree or master’s degree in engineering in Computer Science/Information Technology.

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