At a Glance
- Tasks: Lead the development of credit risk stress-testing models using advanced statistics.
- Company: Join CommBank, a leading financial institution in Australia.
- Benefits: Competitive salary, flexible work options, and opportunities for professional growth.
- Other info: Collaborative environment with a focus on innovation and career advancement.
- Why this job: Make a real impact on risk decisions while working with cutting-edge data technologies.
- Qualifications: Experience in data science, statistics, and proficiency in R, Python, and SQL.
The predicted salary is between 63000 - 77000 $ per year.
Comm Bank in Australia is seeking a Senior Data Scientist - Stress Testing Models to lead development of credit risk stress-testing models across the Group.
You will apply advanced statistics to real-world risk challenges, translating macroeconomic scenarios into PD, LGD and EAD impacts, and analyzing model behaviour to inform risk decisions.
You'll work with large, complex datasets, using R, Python and SQL, along with Teradata and AWS, and you'll articulate methodologies and limitations clearly
Lead Data Scientist – Credit Risk Stress Testing in Sydney employer: CommBank
CommBank is an exceptional employer that prioritises employee growth and inclusivity, making it a fantastic place for the Workforce Effectiveness Lead role. With a strong focus on innovation and collaboration, employees are encouraged to develop their skills in a supportive environment that embraces diversity and fosters meaningful contributions to the future of work. Located in a vibrant community, CommBank offers unique opportunities to engage with cutting-edge technologies and shape the workforce landscape while enjoying a culture that values respect and accessibility.
