Senior Data Scientist - Stress Testing Models
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Summary
Senior data scientist at Commonwealth Bank of Australia in Sydney who develops and enhances credit risk stress-testing models across retail and non-retail portfolios, translating macroeconomic scenarios into PD/LGD/EAD and expected credit loss impacts using R, Python and SQL on Teradata and AWS.
Model how credit portfolios respond under stress Apply advanced statistics to real-world risk challenges Turn complex modelling into meaningful risk insights See Yourself in Our Team The Model Development Chapter Area sits within Risk Management and is responsible for developing credit risk models and advanced analytics across the Group. You’ll join a collaborative modelling environment, working with colleagues across model development, independent model validation, business unit risk, Finance …