Senior Analyst - Stress Testing
Core
Lead credit risk stress testing for non-retail portfolios, delivering decision-ready insights and enhancing quantitative models.
Role type
Senior IC quantitative analyst (credit risk stress testing)
Builds
Regulatory-compliant stress test reports and enhanced credit risk models
Domain
Banking / Credit Risk / Regulatory Compliance
Deliverable
dashboards & analysis
Required skills
quantitative judgement, statistical modelling, IFRS 9 knowledge, macroeconomic modelling, R, SQL, Python, automation tools, stakeholder engagement
Preferred skills
mentorship, non-retail portfolio experience, advanced analytics, AI-enabled development tools
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 reporting to translate complex findings, engage stakeholders to incorporate expert judgement, mentor junior analysts