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Manager - Market Risk Analytics

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Job Summary

  • Sydney CBD
  • Permanent
  • JN -052023-1932587
  • May 12, 2023
  • $120k - $160k
Job Description

Looking for a Manager of Treasury Market Risk Analytics to contribute to the development and enhancement of non-traded market risk models.

About the Role:

  • Develop controls for interest rate risk in the banking book to ensure model validity and ongoing efficiency
  • Enhance and maintain the APS117 model change register, tracking changes and providing training and documentation support
  • Ensure high standards of model governance through documentation, policy improvements, and integration of governance into the model change register
  • Report and advise on remediation requirements for governance deficiencies
  • Provide subject matter expertise on APS117 models to projects and continuous improvement teams
  • Analyse models affected by business changes and recommend necessary modifications to ensure validity in the new environment

About You:

  • Minimum 4 years' experience in risk within financial services, preferably in non-traded market risk or a similar role
  • Good understanding of banking book risk and treasury processes
  • Interest in guiding junior team members
  • Technical knowledge of SQL, VBA, R, or SAS is desirable
  • Familiarity with market risk concepts such as PV01, VaR, or stress testing

About the Company:

  • Hybrid work arrangement - a mix of working from home and in the office enhance your work/life balance
  • Competitive compensation structure
  • This position can be based in Sydney, Melbourne, Brisbane or Adelaide

To be considered, please apply here or send a copy of your CV to Selene at


Consultant Details

Consultant Details

Selene Madsen