Senior Analyst - Stress Testing
Core
Lead rigorous credit risk stress testing across non-retail portfolios and turn complex analysis into clear decisions.
Role type
Senior IC credit risk stress testing analyst
Builds
Decision-ready insights and enhanced quantitative models for non-retail portfolios
Domain
Banking / Credit Risk / Regulatory Compliance
Deliverable
production ML models
Required skills
quantitative judgement, advanced analytics, statistical modelling, model validation, IFRS 9 knowledge, macroeconomic modelling, R, R Shiny, SQL, automation, AI-enabled tools
Preferred skills
Python, credit risk management, non-retail portfolio experience, people leadership
Technologies
R, R Shiny, SQL, Python
Responsibilities
Deliver APRA and Group ICAAP stress-testing activities, prepare business unit results for management review, run deep-dive analysis and sensitivity testing, maintain and enhance statistical credit risk models, use data and dashboards to translate findings into insights, engage stakeholders to incorporate expert judgement, mentor junior analysts
Seniority
Senior, hands-on IC with mentorship