At a Glance
- Tasks: Develop and enhance credit risk stress-testing models using advanced statistics and AI tools.
- Company: Join Commonwealth Bank's innovative Model Development Chapter in Risk Management.
- Benefits: Competitive salary, flexible work options, and opportunities for professional growth.
- Other info: Collaborative environment with a focus on robust modelling and governance.
- Why this job: Make a real impact by translating economic scenarios into actionable risk insights.
- Qualifications: Experience in data science, proficiency in R, Python, SQL, and strong analytical skills.
The predicted salary is between 63000 - 77000 $ per year.
Commonwealth Bank's Model Development Chapter Area in Risk Management is looking for a Senior Data Scientist β Stress Testing Models.
You will develop and enhance credit risk stress-testing models across the group, leveraging advanced statistics and AI tools to translate economic scenarios into risk insights.
You'll work with retail and non-retail portfolios, use R, Python and SQL, and partner with validation, finance and business units to ensure robust modelling and governance.
Senior Data Scientist: Stress-Testing & Credit Risk in Sydney employer: Commonwealth Bank
Commonwealth Bank is an exceptional employer, offering a dynamic work culture that fosters innovation and collaboration. As a Staff Data Engineer, you'll have the opportunity to lead cutting-edge projects in a supportive environment that prioritises employee growth and development, with access to ongoing training and mentorship. Located in a vibrant city, the bank provides unique advantages such as flexible working arrangements and a commitment to work-life balance, making it an ideal place for those seeking meaningful and rewarding employment.