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Senior Analyst - Stress Testing

cba · Sydney CBD Area

New
Senior 🇬🇧 English
R Shiny SQL Python IFRS 9 Stress testing

Job description

About the role

CommBank is looking for a Senior Analyst to lead credit risk stress testing across non-retail portfolios within the IB&M Risk Credit Portfolio team in Risk Management. The team delivers 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. The role combines hands-on analytics with stakeholder engagement to design, run and report stress tests and to strengthen the quantitative models behind them.

Key responsibilities

  • Deliver APRA and Group ICAAP stress-testing activities, including credit risk impact assessment for non-retail portfolios.
  • Prepare business unit results, support management review and respond to questions from Group and regulatory submissions.
  • Run industry, geographic and portfolio stress tests that assess emerging risks and areas of heightened concern.
  • Carry out deep-dive analysis and sensitivity testing to support papers, decisions and regulatory obligations.
  • Maintain, monitor and enhance statistical and quantitative credit risk stress-testing models in line with model standards.
  • Use data, dashboard reporting and clear documentation to turn complex findings into practical insights.
  • Engage business and risk stakeholders, incorporating expert judgement and presenting outcomes to senior forums.
  • Mentor junior analysts and contribute to an inclusive, high-performing team.

Required profile

  • Tertiary qualification in econometrics, mathematics, statistics, physics or a related quantitative discipline, or equivalent practical experience.
  • Advanced analytics capability across data analysis, statistical modelling, model validation and insight generation.
  • Knowledge of IFRS 9, regulatory capital and macroeconomic modelling; credit risk or stress-testing experience highly regarded.
  • Ability to communicate complex analysis clearly and influence stakeholders, including presenting to senior audiences.
  • Knowledge of credit risk management and risk concepts; experience across non-retail portfolios advantageous.
  • Ability to coach or mentor others; prior people leadership experience welcome but not essential.

Required skills

  • R, R Shiny and SQL; Python or another programming language also valuable.
  • Use of automation and AI-enabled development tools, with appropriate validation and human judgement.

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Source : ats:workday

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Published 21 hours ago

Expires 1 month from now

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cba

Sydney CBD Area