Senior Analyst, Market Risk Modelling

Unloan

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Market risk models
Interest rate risk in the banking book
Python, vba and sql
** Unloan is seeking a Senior Analyst for Market Risk Modelling to join their analytics and modelling team within Group Treasury. The role involves designing and implementing market risk models while supporting trading desks with analytical insights to enhance financial performance. **

Job Summary

  • 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.
  • 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.
  • 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.

Matching Summary

Match Score: 75

** Unloan is seeking a Senior Analyst for Market Risk Modelling to join their analytics and modelling team within Group Treasury. The role involves designing and implementing market risk models while supporting trading desks with analytical insights to enhance financial performance. **

Skills & Requirements

Must-have

  • Market risk models
  • Interest Rate Risk in the Banking Book
  • Python, VBA and SQL
  • Analytical infrastructure development
  • Financial markets activities exposure

Nice-to-have

  • Analytically minded
  • Curious about financial markets
  • Motivated by solving complex problems
  • Independent thought and critical thinking
  • Presenting complex financial concepts

Key Requirements

  • Financial modelling experience
  • Higher tertiary education
  • Prior experience with Python, VBA and SQL
  • Prior experience with financial markets
  • Prior experience with APS117 and IRRBB
  • Prior experience with SIMM/CPS226

Work Rights

Not specified

Tailored Resume

Cover Letter