Senior Analyst/Manager - Balance Sheet Management Analytics

You are passionate about using data and analytics to drive business outcomes and contributing meaningfully to the success of CBA Group Treasury. We are enhancing group objectives through market-leading capabilities and unique insights.

See yourself in our team:

Group Treasury as part of Financial Services is accountable for the management of the Group’s overall Balance Sheet performance, including funding and liquidity risks associated with the Group’s lending and deposit taking business and the investment of shareholders’ funds.

Business Partnering and Structural Risk is a team in Group Treasury responsible for Balance Sheet Management and the structural risk inherent to the customer Balance Sheet. This includes Transfer Pricing, Interest Rate Risk in the Banking Book (IRRBB) and the formulation of strategy and policy to provide guidance on optimising the Group’s use of funding. The team works closely with the functional teams within Group Treasury and with CBA Group business units to provide strategic advice and assistance to improve Balance Sheet performance.

Do work that matters:

The role is to develop and enhance the Balance Sheet Management and Funds Transfer Pricing analytics function to help drive optimal Balance Sheet outcomes through sending pricing signals to products and businesses. The role will have a key focus on modelling and forecasting changes to the entire CBA Balance Sheet in response to external competitive conditions, the macro-economic environment and business strategy.

The role will have exposure to a wide range of stakeholders including senior members within Group Treasury and Risk Management and across the broad Group in Finance and Business Units.

The successful candidate will be results driven with demonstrated excellent data, modelling and analytics skills, an ability to solve complex problems in a simple manner, combined with commercial acumen, strong stakeholder management and excellent communication skills.

Responsibilities include but are not limited to:

• Support the team’s development of robust analytical capability

• Combine critical thinking and an understanding of Balance Sheet principles to model outcomes for CBA’s Balance Sheet in response to the macro-economic environment

• Drive optimal Balance Sheet Management and performance measurement through the data driven insights

• Model and present macroeconomic and internal scenarios to create recommendations that support the broader business and customer strategies

• Understand regulatory considerations affecting strategic objectives and market related requirements to support portfolio decision making

• Support the thought leadership and direction of the GM Business Partnering & Structural Risk and Deputy and Group Treasurer

We’re interested in hearing from people who have:

• Higher tertiary education with relevant major such as mathematics, economics or finance

• Strong analytical and numerical skills, demonstrating independent thought and critical thinking

• Strong experience with using different programming languages (Python, R, SAS and SQL are highly desirable)

• Experience with credit risk, pricing, product analytics, modelling, treasury and/or financial markets

• Good understanding of financial services including general banking and financial markets products

• Financial acumen and an ability to understand and interpret Balance Sheet activity and key Treasury concepts is preferred but not a must (e.g. Transfer Pricing, Funding and Liquidity management, Interest Rate Risk in the Banking Book)

• Proficient communication skills with the ability to explain complex concepts or ideas using simple language, slides and other materials 

• Ability to work independently and as a part of a team

• Risk Mindset – All CommBank employees are expected to proactively identify and understand, openly discuss and act on current and future risks