Analyst

2 weeks ago


Sydney, Australia Commonwealth Bank Full time

**You are **a curious and enthusiastic individual with a true passion for Data and Analytics

**We are **a value driven team responsible for providing IB&M businesses with specialist risk services and advice

**Together we can **build a brighter future for our customers and communities and provide insightful risk solutions across the Group

**Do work that matters**:
Risk Management, Institutional Banking & Markets (IB&M) forms part of the Group Risk Management division, and specifically, it provides IB&M businesses with specialist risk services and advice.

This role is primarily accountable for the design, execution and delivery of stress tests for IB&M. This includes the annual APRA and Group stress test, as well as industry/portfolio level stress tests.

In addition you will contribute to the design, creation and enhancement of fit-for-purpose stress test models for different level of stress tests.

**On a day to day basis you will**:

- Produce credit risk forecasts under a range of stress scenarios for CBA’s non-retail portfolios.
- Embed CBA’s non-retail portfolio credit risk stress testing capabilities. This work supports CBA’s ability to effectively manage credit risk across their non-retail portfolios, identifying emerging risks or industry trends.
- Undertake ad-hoc credit risk analysis to support review and challenge of credit risk estimates/forecasts.
- Design, review and enhance fit for purpose stress test models and processes to support credit risk stress testing activities.

**We are interested in hearing from people who have**:

- Advanced knowledge and experience with data analytics.
- Experience with data analytical programs, such as R, Python or SAS.
- Good communication skills. Ability to articulate business, industry and economics context.
- Understanding of credit risk management, Risk concepts/process and regulation preferable.
- Experience with credit risk modelling preferable.
- Tertiary qualification in a Finance, Economics, Technology or Quantitative discipline.

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Advertising End Date: 22/02/2023


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