The Commonwealth Bank brand is the most recognised brand in the Australian financial

services industry.
At CommBank, we never lose sight of the role we play in other people's financial wellbeing. Our
focus is to help people and businesses move forward, to progress. To make the right financial
decisions and achieve their dreams, targets and aspirations.
Retail Banking Services (RBS) is the public face of CommBank, delivering a seamless banking
experience for the future, to our 10 million + personal and small business customers. RBS Risk
Management is a unique team sitting across the Retail Bank and Group Risk.
The Portfolio Analytics & Forecasting Team in RBS manages a number of areas in RBS,
including Stress Testing, Provisioning and Forecasting, Data Governance and Model Monitoring.
The primary purpose of this role:
Reporting to a Senior Manager within Portfolio Analytics & Forecasting you will support RBS Risk
in the management and optimisation of retail credit risk through the collation and distribution of
reporting and the coordination of cross-portfolio initiatives.
As Analyst/Senior Analyst, your experience in analytics will be required to contribute in
one of the following areas in Portfolio Analytics & Forecasting:

Stress Testing: you will be using your technical expertise to execute the stress testing
models, investigate outputs and deliver insightful analyses and reporting. You will work
closely with our stakeholders, such as the Portfolio teams, Finance and Group to ensure
all regulatory stress tests, internal stress tests and stress testing results are accurate.

Provisioning and Forecasting: preparation of models and assumptions for the forecasting
of LIE on a monthly and quarterly basis, assisting the Loan Loss Provisioning Committee,
Group Risk and Finance on managing and budgeting LIE. Make recommendations based
on analytical reports; review communication and reports produced by the analysts in the
team.

Data Analytics & Regulatory Reporting: you would have responsibility for carrying out the
IRB model Annual Reviews and Model Monitoring in accordance with the RBS IRB model
monitoring methodology, APS 113 and APRA requirements.

We are seeking a motivated individual with:

Experience with retail advanced internal rating based (AIRB) models (PD/LGD/EAD),
with credit risk analytical experience in retail banking;

Advanced analytics skills - ability to generate actionable value-add insights from complex
data using tools such as Teradata SQL, SAS, R;

Reporting experience and the ability to demonstrate strong business acumen;

Ability to apply project, business and technical skills to real commercial business
problems;

Proven problem solving, prioritisation and reporting skills;

Strong communication and a strong ability to collaborate with other colleagues;

University degree in mathematics, finance, economics, or statistics; and

Any analytical tool certification is advantageous e.g. SAS, SQL, Teradata Master, R.

We offer you the opportunity to expand your career surrounded by a skilled and successful group
of individuals. Our remuneration packages are highly competitive and you will have access to a
range of exclusive and exciting benefits.
The people, businesses and communities we serve are wonderfully diverse. To reflect
this, we're committed to hiring a similarly diverse workforce. With a focus on inclusion,
accessibility and flexibility, we'll support you at every stage of your career.