Senior Analyst - Stress Testing at Commonwealth Bank | AU | Rezi

Senior Analyst - Stress Testing at Commonwealth Bank

Senior Analyst - Stress Testing

Commonwealth Bank · AU

3 days ago

Senior Analyst - Stress Testing

Commonwealth Bank · AU

3 days ago
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About the Role

Join a collaborative risk team where hands-on technical work, stakeholder influence, and career growth go together. Use advanced analytics, automation, and AI-enabled tools to strengthen models, reporting, and insights. Be part of the team that helps CommBank make better decisions.

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.

Requirements

  • Tertiary qualifications in econometrics, mathematics, statistics, physics, or a related quantitative discipline, or equivalent practical experience.
  • Advanced analytics capability across data analysis, statistical modelling, model validation, and insight generation.
  • Knowledge of IFRS 9, regulatory capital, and macroeconomic modelling.
  • Proficiency in R, R Shiny, and SQL.
  • Ability to use automation and AI-enabled development tools to improve coding efficiency, documentation, and model workflows, while applying appropriate validation and human judgement.
  • Ability to communicate complex analysis clearly and influence stakeholders, including presenting findings to senior audiences.
  • Knowledge of credit risk management, risk concepts, and processes.
  • Experience across non-retail portfolios is advantageous.
  • Ability to coach or mentor others.
  • Prior people leadership experience is welcome but not essential.

Skills

  • R
  • R Shiny
  • SQL
  • Python
  • Credit Risk
  • Stress Testing
  • Data Analysis
  • Statistical Modelling
  • Model Validation
  • Insight Generation
  • IFRS 9
  • Regulatory Capital
  • Macroeconomic Modelling
  • Automation
  • AI-enabled tools

Location

  • Australia

Work Type

  • Full-time

Experience Level

  • Advanced analytics capability
  • Experience across non-retail portfolios advantageous
  • Prior people leadership experience welcome but not essential

Education Level

  • Tertiary qualifications in econometrics, mathematics, statistics, physics, or a related quantitative discipline, or equivalent practical experience.

About the Company

  • Risk Management partners across the Group to identify, assess and manage risk, protecting our customers, strengthening the bank and enabling sustainable growth.
  • The team delivers stress testing, IFRS 9 provisioning, risk projects and process improvements, working with stakeholders across the business, Risk Management and model validation teams in Australia and offshore.

Equal Opportunity

  • We're keen to support you with the next step in your career.
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