3 days ago

Quantitative Analyst, Non-Retail Models

Commonwealth Bank

Melbourne

3 days ago

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Quantitative Analyst role in non-retail credit risk modelling at Commonwealth Bank of Australia (CBA), based in Melbourne. The role involves developing and enhancing credit risk models, using statistical techniques and AI tools, and collaborating with risk management teams. Requires experience in quantitative modelling, credit risk, and tools like R, Python, SQL, and AWS.

AI-enabledOn-siteFull-timeSeniorQuantitative ModellingStatistical Modelling

Quantitative Analyst, Non-Retail Models

Apply

AI-enabledOn-siteFull-timeSeniorQuantitative Modelling

Salary

Not specified

Work Location

Melbourne, Victoria, Australia, AU

Work Model

On-site

Employment Type

Full-time

Experience Level

Mid-Senior level

Core Qualifications

Technical (Must-have)

Quantitative modellingStatistical modellingPredictive modellingNon-linear regressionTime series analysisMacroeconomic modellingLogistic regressionMachine LearningRPythonSQLTeradataAWSMicrosoft SQLGitHub

Soft Skills

Problem-solvingCommunicationCuriosityCollaborationOutcome-focused

Key Responsibilities

•Build statistical models and perform analysis across CBA credit portfolios using techniques such as predictive modelling, non-linear regression, time series analysis, and macroeconomic modelling.
•Work with complex internal data sets, including imperfect or incomplete data, and help identify practical ways to address data challenges.
•Use tools such as R, Python, SQL, Teradata and AWS-related platforms to prepare, transform and analyse data for modelling purposes.
•Analyse the impact of our models into CBA’s key business metrics, including Expected Loss, Capital and Risk Weighted Assets.
•Clearly document modelling results, methodology choices, assumptions and conclusions so that stakeholders can understand, review and validate the work.
•Engage with model users, independent model validation, business unit risk teams and enterprise services teams across the modelling lifecycle.
•Explore how AI tools can be used thoughtfully to improve quality, efficiency, learning and insight generation, while maintaining accountability for final outputs.

Quantitative AnalystCredit RiskFinancial ServicesModellingRPythonSQLAWSMachine LearningMelbourne

Key Responsibilities

•Build statistical models and perform analysis across CBA credit portfolios using techniques such as predictive modelling, non-linear regression, time series analysis, and macroeconomic modelling.

•Work with complex internal data sets, including imperfect or incomplete data, and help identify practical ways to address data challenges.

•Use tools such as R, Python, SQL, Teradata and AWS-related platforms to prepare, transform and analyse data for modelling purposes.

•Analyse the impact of our models into CBA’s key business metrics, including Expected Loss, Capital and Risk Weighted Assets.

•Clearly document modelling results, methodology choices, assumptions and conclusions so that stakeholders can understand, review and validate the work.

•Engage with model users, independent model validation, business unit risk teams and enterprise services teams across the modelling lifecycle.

•Explore how AI tools can be used thoughtfully to improve quality, efficiency, learning and insight generation, while maintaining accountability for final outputs.