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
- Senior Consultant | Legal, Risk & Compliance Recruitment