Credit Risk Modeler: Stress Tests & Pd/Lgd (Melbourne)

Credit Risk Modeler: Stress Tests & Pd/Lgd (Melbourne)

29 Oct
|
Commonwealth Bank
|
Melbourne

29 Oct

Commonwealth Bank

Melbourne

Commonwealth Bank in Melbourne seeks a Data Scientist - Credit Risk Models to develop and enhance credit risk models and stress-testing methodologies. You will work with complex data, applying advanced statistical techniques to quantify portfolio vulnerabilities and inform risk decisions.
You'll contribute to PD/LGD/EAD, IRB and IFRS 9 related modelling, collaborating with risk and validation teams, and leveraging R, Python, and SQL across cloud platforms.
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📌 Credit Risk Modeler: Stress Tests & Pd/Lgd (Melbourne)
🏢 Commonwealth Bank
📍 Melbourne

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