Manager - Market Risk Analytics

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