Senior Analyst/Manager - Stress Testing

CBD Area Sydney
Not disclosed
20 Sep 2022
09 Oct 2022
Approved employers
Approved employer
Contract type
Full time
Experience level

"At CommBank we are proud to support flexibility, let's discuss what this means for you"

See yourself in our team

Group Treasury’s Balance Sheet Analytics objective is to monitor the balance sheet performance and risk position of CBA, identifying actionable initiatives to improve its risk-return profile within constraints defined by internal and regulatory limits.

As a Senior Analyst/Manager in CBA’s Group Treasury Balance Sheet Analytics function, you will help assess the impact to the Group’s business and its performance, generating insights to shape strategy and inform risk appetite to ensure business resilience at all times.

This involves stress testing the full balance sheet, margins, losses, provisions and capital to assess the impact from emerging risks.

You will also have the opportunity to express innovative ideas to the team, covering a vast variety of topics with the ability to grow into wider roles across CBA Group Treasury and the Group.

The team works in collaboration across all of CBA business units and has engagement with senior stakeholders across the group.

Do work that matters

You will help prepare the group to withstand economic shocks while protecting business returns to continue generating capital organically and the ability to pay strong dividends, which benefits CBA´s shareholders, employees and given the group’s leading position in the banking sector, the whole Australian economy.

Key responsibilities:

  • Execution and development of the group stress testing process including the design of stress scenarios, pre-provision net revenue, credit, capital, liquidity and funding models
  • Analyse portfolio, market and economic data to monitor and model emerging risks
  • Prepare materials to communicate insights and propose actions to Senior Leadership

We’re interested in hearing from people who:

  • Possess strong communication, analytical and numeracy skills, with a tertiary qualification in a quantitative subject such as mathematics, statistics, engineering, economics or quantitative finance qualifications.
  • Understanding of Capital, AASB9 provisioning and Banking
  • Critical thinkers with the ability to constructively challenge opposing views
  • Automation or development experience relying on data and statistical tools such as R, Python and SAS.
  • Data management (SQL, VBA) experience preferred
  • Risk Mindset – All CommBank employees are expected to proactively identify and understand, openly discuss and act on current and future risks.

If you're already part of the Commonwealth Bank Group (including Bankwest), you'll need to apply through Sidekick to submit a valid application. We’re keen to support you with the next step in your career.

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Advertising End Date: 09/10/2022

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

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