Senior Risk Associate, Quantitative Analytics
Do work that matters
- You are passionate about all things data related with a positive attitude
- We are a values-driven high performing team within the Advice and Insurance space
- Together we can deliver an exemplary experience for our stakeholders and the Group
Risk Management is responsible for developing and deploying the risk frameworks to allow the Group to take conscious exposures to credit, market, operational, compliance and insurance risks within a Board-approved appetite.
Business Banking Risk Management (BB RM) forms part of the Group Risk Management division, and specifically, it provides the Business Banking (BB) team with specialist risk services and advice. BB is one of the client facing business groups within the Bank, and provides support to Corporate, Regional and Agricultural, Business, Private and CommSec clients. See yourself in our team
As a Senior Risk Associate, Quantitative Analysis, you will be accountable to providing quantitative support for Institutional Banking & Markets (IB&M), Business Banking (BB) and Bankwest (non-retail) business units. In particular this role will assist in the performance monitoring of credit risk factors used in capital and provisioning calculations, including development and implementation of analytical tools. Key responsibilities
We're interested in hearing from people who have
- Model performance monitoring. Analyze the performance of existing credit risk models and provide insight on their strengths, weaknesses, and applicability to relevant portfolio types and ability to be improved.
- Assist in migrating tools and analytic processes towards accepted best practice.
- Show initiative in identifying opportunities for improvement
- Able to effectively manage tasks to ensure obligations and initiatives are completed successfully and within constraints
- Undertaking ad hoc analysis, projects and tasks as required, understanding the importance of and be aware of operational risks, promptly escalating issues when needed.
- Exceptional communication, stakeholder engagement, time management and attention to detail skills with the ability to multi-task, prioritise and execute multiple concurrent activities and priorities.
- 3+ years of practical experience with quantitative modelling or data analytics. Knowledge of credit risk models, in particular across risk rated credit portfolios, is desired.
- Demonstrated ability with modelling or analytics tools, such as R and SQL, and optionally SAS.
- Ability to plan and work through complex data sets in a diligent manner.
If you're already part of the Commonwealth Bank Group (including Bankwest), you'll need to apply through Sidekick to submit a valid application. We're keen to support you with the next step in your career.
Advertising End Date: 13/07/2021