Senior Analyst - Stress Testing
Core
Lead rigorous credit risk stress testing across non-retail portfolios and turn complex analysis into clear decisions for CommBank.
Role type
Senior IC credit risk analyst (stress testing)
Builds
Decision-ready insights, regulatory submissions, and enhanced quantitative models for non-retail portfolios
Domain
Banking / Credit Risk / Regulatory Compliance
Deliverable
dashboards & analysis
Required skills
quantitative judgement, statistical modelling, IFRS 9 knowledge, macroeconomic modelling, R, SQL, Python, automation, stakeholder engagement, mentoring
Preferred skills
experience with non-retail portfolios, AI-enabled development tools, 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 mentoring responsibilities