Data Scientist

Commonwealth Bank of Australia (CommBank)Manyata Tech Park, BangalorePosted 21 days ago

Senior
Full time
5 to 8 years

See Commonwealth Bank of Australia (CommBank) on the map

A free account shows the apply link for every role and matches you to the ones that fit your resume.

About the role

CommBank’s Model Risk & Validation team provides oversight of models used across the bank. You will validate credit risk models, assess their performance and compliance, and improve validation methods and workflows.

What you'll do

Validate IRB, IFRS9 and stress testing models across their lifecycle
Assess data quality, modelling methods, performance and regulatory compliance
Communicate validation findings, risks and recommendations to stakeholders
Improve validation workflows, methodologies and outcome quality
Support validation leads with delivery ownership and analytics tooling

Skills

Must have

Credit risk model validation
Credit risk model development
Irb
Ifrs9
Stress testing
Sas
R
Python
SQL
Basel regulatory standards

Nice to have

Apra regulations
Jupyter notebooks
R-markdown
GitHub

Tools

Copilot
Gpt
Claude

Who it's for

Education: Engineering degree
Degree: computer science, information technology, mathematics, statistics, econometrics
Experience: 5 to 8 years
Domain: banking credit risk

About Commonwealth Bank of Australia (CommBank)

Commonwealth Bank of Australia (CommBank) has 24 open roles in Bangalore, at CommBank Global Capability Centre, Manyata Tech Park. See every Commonwealth Bank of Australia (CommBank) role.