Data Scientist Senior
Commonwealth Bank of Australia (company site, opens in a new tab)7–10 yrsBengaluruOn-siteDirect career pageEst. 30–45 LPA
Posted 12h ago
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Job description
Structured overview of role & requirements
About This Role
- Lead validation and assessment of credit risk models including IRB, IFRS9, and stress testing models throughout their lifecycle.
- Communicate validation findings, risks, and recommendations to internal stakeholders including model developers and owners.
- Drive strategic improvements in validation processes and mentor team members on advanced analytics and communication.
Minimum Requirements
- 7-10 years of experience in credit risk model validation or development covering IRB, IFRS9, and stress testing models.
- Bachelor’s or Master’s degree in Engineering in Computer Science/Information Technology; tertiary quantitative qualifications such as mathematics, statistics, or econometrics also mentioned.
- Programming proficiency in SAS, R, Python, and SQL.
- Essential knowledge of Basel regulatory standards on credit risk; experience with APRA regulations on IRB, IFRS9, and stress testing is advantageous.
Ideal Candidate Profile
- Experienced quantitative professional capable of independently leading end-to-end validation projects in credit risk.
- Strong communicator adept at translating complex model validation results and engaging diverse stakeholders.
- Strategic thinker able to enhance validation frameworks and lead teams using advanced analytics tools (e.g., Jupyter notebooks, GitHub) and AI technology (Copilot, GPT, Claude).