Commonwealth Bank of Australia is seeking a Senior Data Scientist - Stress Testing Models to lead the development of credit risk stress-testing models across the Group. You will translate macroeconomic scenarios into PD, LGD and EAD impacts, providing insights to support enterprise stress testing and risk decisions.
You will work with R, Python, SQL, Teradata and AWS to prepare and analyse data, validate models, and communicate methodologies to diverse stakeholders.
Senior Credit Risk Stress-Testing Modeler in Sydney employer: Commonwealth Bank Of Australia
Commonwealth Bank of Australia is an exceptional employer, offering a dynamic work culture that fosters innovation and collaboration. As a Staff Software Engineer in Payments Technology, you'll have the opportunity to lead cutting-edge projects while benefiting from professional growth initiatives and a commitment to employee well-being. Located in a vibrant city, the bank provides a supportive environment where your contributions directly impact the future of financial technology.
Contact Details:
Commonwealth Bank Of Australia Recruitment Team
