Modelling Engineer

1 week ago

Park Road, Singapore Commonwealth Bank Full time

**Organization**:
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. Regardless of where you work within our organisation, your initiative, talent, ideas, and energy all contribute to the impact that we can make with our work. Together we can achieve great things.

**Job Title**:Modelling Engineer

**Location**:Bangalore

**Business & Team**:CST

**Impact & contribution**:
Reduce the deployment time of model by utilising advance tools and technology. In this role you’ll assist execution of strategic initiatives to improve team effectiveness and performance.

**Reporting lines**:Reports to Senior Manager

**Roles & Responsibilities**:

- Prior experience and hands on model data attribution and downstream analysis.
- Scope would include credit risk models (PD, LGD and EAD models) using R
- Design and develop highly reliable and scalable data pipelines and data platforms with comprehensive test coverage.
- Expertise in data analysis, data discovery, data lineage and source to target mapping document creation according to business requirement.
- Provide mentoring and technical assistance to other members of the team, including more Data Engineers.

**Essential Skills**:

- 3+ years of experience in Model life cycle management across model development, model validation, model implementation and monitoring in risk management domain (R/ Python/ SQL/ PySpark ); and 5+ years of working experience with SQL, Teradata and Hadoop.
- 3+ years’ experience gained in a financial Institution in risk domain
- Experience across Enterprise BI/Big Data/DW/ETL technologies such as Teradata, Hadoop
- Experience leading discussions and presentations. Experience in driving decisions across groups of stakeholders.

**Education Qualification**:

- Bachelor’s degree in Engineering in Computer Science/Information Technology

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Advertising End Date: 29/12/2024

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