This job is about making a significant impact within the Group Stress Testing team at CommBank. By assessing the strength of the Group’s balance sheet under various scenarios, you will play a vital role in ensuring financial resilience. The team thrives on collaboration and embraces complex challenges, making it an exciting opportunity for those who enjoy working with data and analytics.
You'll be responsible for
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Managing and enhancing models
Managing and enhancing credit, income and balance sheet models used to assess profitability, capital and provisioning outcomes under stress scenarios.🔧
Driving continuous improvement
Driving continuous improvement of stress testing modelling methodologies, processes, controls and documentation.📊
Supporting enterprise-wide stress tests
Supporting the execution of regular enterprise-wide stress tests, including balance sheet and financial projections across multiple scenarios.Skills you'll need
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Data management and programming
Strong data management and programming capability, with experience in tools such as SQL, R, Python or SAS.📊
Quantitative modelling
Proven experience developing, implementing or maintaining quantitative models.🔍
Analytical techniques
Ability to apply advanced analytical techniques to complex financial and risk-related problems.View more