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SalaryThe role:
Your role will encompass data and modelling strategy across both retail and non-retail models (initially focusing on non-retail)
You will manage the continuous improvement of non-retail data, define modelling requirements in line with our target methodologies and liaise with data units to drive action on modelling priorities
Your reporting line
You will be reporting to the Head of IRB Data Integrity and Model Methodology
Your role will be within the Financial Risk Management team (credit risk capital modelling) which sits within Group Risk
Your core responsibilities include:
You will contribute to non-retail PD/LGD masterscale and provisioning modelling initiatives, as well as being a key consultant on all other models across the team, due to your in depth data and methodology knowledge
You will lead a team of 2-3 resources, ensuring high quality coding and documentation outputs and you will foster productive working relationships with a broad range of stakeholders include other modelling teams, validation teams, business unit model owners and users, stress testing and provisioning teams etc.
Leadership and management
Personally role modelling the leadership behaviours required of our leaders and lead through our Vision Values
Managing your team to success with a focus on employee wellbeing and flexible work practices, ensuring collaboration using remote working tools where necessary
Coaching and developing direct and indirect reports with a focus on team development and on-the-job learning
Driving enhancements to the agility and efficiency of modelling activities through continuous improvement
Applying CBA’s people management systems to effectively manage such issues as occupational health and safety, recruiting and on boarding new staff, setting KPIs, creating development plans, managing mandatory training obligations, supervising work, providing feedback formally and informally, carrying out disciplinary procedures when necessary, recognizing and rewarding staff, etc.
Required skills and qualifications
7+ years experience in a credit risk modelling area
Strong coding capability in SQL and R
Quantitative background e.g. Maths, Actuarial
Proven experience in solving complex problems and reaching pragmatic solutions
Ability to manage a high performing team
Ability to work across a broad range of stakeholders
Strong written and verbal business communication skills
If you are an experienced Manager who has worked in the Credit Risk space and strong capability in SQL and R - We would love to hear from you. Please apply today!
If you're already part of the Commonwealth Bank Group (including Bankwest), you'll need to apply through 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: 25/11/2022
