Senior Analyst Model Risk

• We support a successful business
• We provide key risk & business insights
• We perform interesting and challenging work at CommBank

See yourself in our team

Group Financial Risk (GFR) is part of the Group Risk Management team and as such provides Group-wide risk management services.

Group Financial Risk team focuses on the oversight of all financial risk at CBA. The team leads the Market and Liquidity risk oversight, is responsible for Group wide model risk assurance and validation activities, develops methodologies for risk measurement of IRB capital and Market Risk models, is responsible credit policy and portfolio concentration frameworks, and has a specialised team to enable customers to regain financial stability while also protecting CBA’s and all creditor’ interests.

Do work that matters

The Senior Analyst will lead analytic and reporting capabilities for Model Risk, including but not limited to:

• Developing and enhancing existing reports
• Creating visualisations
• Administrating self-service reporting

The Senior Analyst will also provide advice and guidance as it relates to model risk policies, standards and enablers.

• Reporting of model risk to senior management and the Board
• Building visualisations for business consumption
• Administer self-service reporting
• Perform ad-hoc analysis
• Drive Model review and challenge activities through analytical insights
• Provide advice as it pertains to Modelling documentation and minimum standards
• Deliver advice and education across the Group as it relates to Model Risk

We are interested in hearing from people who possess

• 3 - 4 years’ experience in an analytics and reporting function
• Experience in model review and oversight role
• Commercial orientation, financial literacy and a passion for problem solving
• Highly proficient in SAS, SQL and Tableau
• Highly proficient in Excel
• Strong communication skills, including experience in preparing written stakeholder updates
• Experience in coding languages of Python and R would be highly regarded
• Modelling background is highly regarded

Desirable:

Broad banking exposure i.e. Treasury, Finance, Retail

At CommBank, we're committed to building a diverse and inclusive workforce reflecting the customers, businesses and communities we serve. As a value's driven organisation, we nurture and support our people; through focussing on skill and talent development, collaboration, flexibility and internal promotion.

With service in mind at every touch point, we take accountability for the role we play in securing and enhancing the financial wellbeing of people, businesses and communities. At CommBank you can be you.

Applications close: 04 Nov 2019 AUS Eastern Daylight Time

For further information, and to apply, please visit our website via the “Apply” button below.