Credit Risk Manager - Stress Testing

About the role

CommBank is looking for a Credit Risk Manager to help build and embed an in-house stress-testing model monitoring capability across non-retail credit portfolios. You will join the IB&M Risk Credit Portfolio team within Risk Management, which covers stress testing, IFRS 9 provisioning, risk projects and process improvements, working with stakeholders across the business, Risk Management and model validation teams in Australia and offshore.

Key responsibilities

• Help develop and implement an in-house stress-testing model monitoring capability for non-retail portfolios.
• Support the deployment of monitoring for existing internal stress-testing models, then provide ongoing monitoring and performance assessment once live.
• Apply credit risk modelling used for stress testing and provisioning to inform monitoring outcomes.
• Run hands-on data analysis in R or Python to assess model performance.
• Query and manipulate data using SQL to support monitoring and reporting.
• Engage business and risk stakeholders, translating findings into practical insight and presenting to senior forums.
• Contribute to delivery milestones and checkpoints across the project lifecycle.

Required profile

• Experience in credit risk modelling, ideally applied to stress testing or provisioning.
• Practical, hands-on data analysis capability.
• Strong SQL skills to query and manipulate data.
• Proven stakeholder engagement and communication skills, including with senior audiences.
• Knowledge of credit risk management, risk concepts and processes; non-retail portfolio experience is advantageous.
• Ability to work to defined checkpoints and delivery timelines.

Required skills

• R or Python for analysis
• SQL