Senior Analyst, Market Risk Modelling

Customerscommercialfinance

Onsite
Market risk models
Interest rate risk in the banking book
Standardised initial margin
The Senior Analyst, Market Risk Modelling position at Customerscommercialfinance seeks an analytically minded individual with a strong background in financial markets to support the Chief Investment Office's risk management efforts. The role emphasizes developing and implementing market risk models while fostering collaboration across Treasury teams

Job Summary

  • 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.
  • They will have the opportunity to express innovative ideas to the team, covering a vast variety of topics.

Matching Summary

Match Score: 85

The Senior Analyst, Market Risk Modelling position at Customerscommercialfinance seeks an analytically minded individual with a strong background in financial markets to support the Chief Investment Office's risk management efforts. The role emphasizes developing and implementing market risk models while fostering collaboration across Treasury teams.

Skills & Requirements

Must-have

  • Market risk models
  • Interest Rate Risk in the Banking Book
  • Standardised Initial Margin
  • Python, VBA and SQL experience
  • Analytical infrastructure development

Nice-to-have

  • Financially minded and curious
  • Solving complex problems
  • Presenting complex financial concepts
  • Innovative ideas

Key Requirements

  • Financial modelling experience
  • Excellent analytical and numeracy skills
  • Independent thought and critical thinking
  • Higher tertiary education
  • Finance, maths, actuarial or economics qualifications

Work Rights

Not specified

Tailored Resume

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