1 week ago

Senior Analyst/Manager Stress Testing

Commonwealth Bank

Sydney

1 week ago

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Senior Analyst/Manager Stress Testing role at CommBank in Sydney, leading credit risk stress testing across non-retail portfolios. Requires advanced analytics, statistical modelling, and stakeholder engagement, with experience in R, SQL, and knowledge of IFRS 9 and regulatory capital.

AI-enabledOn-siteFull-timeSeniorRR Shiny

Senior Analyst/Manager Stress Testing

Apply

AI-enabledOn-siteFull-timeSeniorR

Salary

Not specified

Work Location

Sydney, New South Wales, Australia, AU

Work Model

On-site

Employment Type

Full-time

Experience Level

Senior

Core Qualifications

Technical (Must-have)

RR ShinySQLPythonStatistical ModellingData AnalysisModel ValidationIFRS 9Regulatory CapitalMacroeconomic ModellingCredit RiskStress TestingAutomationAI-enabled Development ToolsDashboard Reporting

Soft Skills

CommunicationStakeholder EngagementInfluenceCuriosityMentoringCollaborationJudgement

Preferred Qualifications

Technical (Nice-to-have)

People Leadership

Key Responsibilities

•Deliver APRA and Group ICAAP stress-testing activities, including credit risk impact assessment for non-retail portfolios.
•Prepare business unit results, support management review and respond to questions arising through Group and regulatory submissions.
•Deliver industry, geographic and portfolio stress tests that assess emerging risks and areas of heightened concern.
•Run deep-dive analysis and sensitivity testing to support papers, decisions and regulatory obligations.
•Maintain, monitor and enhance statistical and quantitative credit risk stress-testing models in line with model standards.
•Use data, dashboard reporting and clear documentation to translate complex findings into practical insights.
•Engage business and risk stakeholders to incorporate expert judgement and present outcomes to senior forums.
•Mentor junior analysts and contribute to an inclusive, high-performing team while remaining close to the technical work.

Stress TestingCredit RiskFinancial ServicesRisk ManagementAnalyticsRSQLIFRS 9APRAICAAP

Core Qualifications

Technical (Must-have)

RR ShinySQLPythonStatistical ModellingData AnalysisModel ValidationIFRS 9Regulatory CapitalMacroeconomic ModellingCredit RiskStress TestingAutomationAI-enabled Development ToolsDashboard Reporting

Soft Skills

CommunicationStakeholder EngagementInfluenceCuriosityMentoringCollaborationJudgement

Key Responsibilities

•Deliver APRA and Group ICAAP stress-testing activities, including credit risk impact assessment for non-retail portfolios.

•Prepare business unit results, support management review and respond to questions arising through Group and regulatory submissions.

•Deliver industry, geographic and portfolio stress tests that assess emerging risks and areas of heightened concern.

•Run deep-dive analysis and sensitivity testing to support papers, decisions and regulatory obligations.

•Maintain, monitor and enhance statistical and quantitative credit risk stress-testing models in line with model standards.

•Use data, dashboard reporting and clear documentation to translate complex findings into practical insights.

•Engage business and risk stakeholders to incorporate expert judgement and present outcomes to senior forums.

•Mentor junior analysts and contribute to an inclusive, high-performing team while remaining close to the technical work.