Senior Analyst, Market Risk Modelling

• You are analytically minded, curious about financial markets, and motivated by solving complex problems that influence real trading and balance-sheet decisions.
• We are a specialist analytics and modelling team within Group Treasury, supporting CIO Trading Desks with robust market risk models and high-quality insights.
• Together we can strengthen the Group's market risk capability by delivering trusted models and analysis that support sound risk management and sustainable financial performance.

Do what matters

The Chief Investment Office (CIO) within Group Treasury manages the non-traded market risk of the Group, including the interest rate, foreign exchange and credit spread risks associated with the Group's lending and deposit taking business, and investment of the Group's liquid assets and

shareholder funds.

See yourself in the team

The CIO Analytics and Modelling team provides analytical and modelling support for the CIO Trading Desks as well as design, development and maintenance of Group Treasury's market risk models including Interest Rate Risk in the Banking Book (IRRBB) and Standardised Initial Margin (SIMM) models.

CBA is Australia's leading banking institution. Its large balance sheet means extensive scope for

improvements in CBA's profitability by providing timely insights and analysis.

As a Senior Analyst - Market Risk Modelling, you will assist in the design and implementation of the Group's market risk models and develop analytical infrastructure to assist in trading strategy development for the CIO.

Key Responsibilities

A feature of the role is that it offers a great degree of exposures to financial markets activities. Whilst the position will focus on the implementation of the Group's market model framework, your overall responsibilities will be aligned to the wider financial performance of CIO and Group Treasury. The role also facilitates broader interaction with other teams within Treasury (including Treasury Liquidity Management and Group Funding) and the wider Group. Some of the key responsibilities are:

• Assist with the development, testing and governance of interest rate risk in the banking bank (APS
• 117) and initial margin (CPS 226) models
• Support the testing of development releases for IRRBB
• Develop Excel/VBA/Python tools to support in the reporting and analysis of IRRBB
• Develop tools and perform analysis to support the financial performance of the CIO trading desks
• Implement continuous process improvements and productivity gains
• Continually develop relationships with relevant business units across the organisation
• Adhere to CBA's Code of Conduct. The Code of Conduct sets the standards of behaviour, actions

and decisions we expect from our people

We are interested in hearing from people who have:

• Financial modelling experience
• Excellent analytical and numeracy skills
• Independent thought and critical thinking
• Prior experience with Python, VBA and SQL
• Higher tertiary education, with suitable finance, maths, actuarial or economics qualifications

Additional skills that will be highly regarded are:

• Prior experience with financial markets and financial products highly regarded
• Prior experience with APS117 and Interest Rate Risk in the Banking Book highly regarded
• Prior experience with SIMM/CPS226 highly regarded
• Experience presenting complex financial concepts to a wider audience

Why us

The role is a great opportunity to learn more about CIO and further develop a deep knowledge of

market risk and the CBA balance sheet. The successful candidate will be involved in assisting to

devise strategies for growing income for the Group and managing the risks associated with the

CBA balance sheet. They will have the opportunity to express innovative ideas to the team,

covering a vast variety of topics. The candidate will be well positioned to grow into wider roles

across Group Treasury and the Group as a whole.

If this role sounds like you - Apply now!

At CommBank, we advocate and facilitate a culture of inclusion and respect, celebrating all cultures, abilities, genders, expressions of gender and sexual orientation Read more about our commitment to inclusion and diversity.

If you're already part of the Commonwealth Bank Group (including Bankwest), you'll need to apply through Sidekick to submit a valid application. We're keen to support you with the next step in your career.

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We support our people with the flexibility to balance where work is done with at least half your time each month connecting in office. We also have many other flexible working options available including changing start and finish times, part-time arrangements and job share to name a few. Talk to us about how these arrangements might work for you.

If you're already part of the Commonwealth Bank Group (including Bankwest, x15ventures), you'll need to apply through Sidekick to submit a valid application. We're keen to support you with the next step in your career.

We're aware of some accessibility issues on this site, particularly for screen reader users. We want to make finding your dream job as easy as possible, so if you require additional support please contact HR Direct on 1800 989 696.

Advertising End Date: 25/03/2026