Data Scientist Senior Associate
Commonwealth Bank of Australia (company site, opens in a new tab)2–4 yrsBengaluruOn-siteDirect career pageEst. 12–20 LPA
Posted 8h ago
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Job description
Structured overview of role & requirements
About This Role
- Lead validation of credit risk models including IRB, IFRS9, and stress testing across the model lifecycle ensuring regulatory compliance and data quality.
- Engage and communicate validation findings, risks, and recommendations with model developers, owners, and other stakeholders.
- Drive strategic improvements in validation processes, methodologies, and efficiency within the Model Risk & Validation team.
Minimum Requirements
- 2-4 years experience in credit risk model validation or development focused on IRB, IFRS9, and stress testing models.
- Bachelor’s or Master’s degree in engineering in Computer Science/Information Technology or quantitative discipline such as mathematics, statistics, or econometrics.
- Proficient programming skills in SAS, R, Python, and SQL.
- Experience with Basel regulatory standards on credit risk is mandatory; familiarity with APRA regulations is advantageous.
Ideal Candidate Profile
- Experienced in end-to-end delivery of quantitative credit risk model validation projects under regulatory frameworks.
- Comfortable with advanced analytics tools and programming environments like Jupyter notebooks, R-markdown, and GitHub.
- Able to clearly communicate complex technical findings to diverse stakeholders and actively contribute to workflow and methodology improvements.