The Chief Investment Office (CIO) within Group Treasury manages the non-traded market risk of the Group, including interest rate, foreign exchange and credit spread risks
Job Summary
The Chief Investment Office (CIO) within Group Treasury manages the non-traded market risk of the Group, including interest rate, foreign exchange and credit spread risks.
As a Senior Manager- 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.
We support our people with the flexibility to balance where work is done with at least half your time each month connecting in office.
Matching Summary
The Chief Investment Office (CIO) within Group Treasury manages the non-traded market risk of the Group, including interest rate, foreign exchange and credit spread risks.
Skills & Requirements
Must-have
Market risk models
Interest Rate Risk in the Banking Book (IRRBB)
Standardised Initial Margin (SIMM)
Python, VBA, and SQL skills
Financial markets and products understanding
Analytical and numeracy skills
Nice-to-have
Independent thought and critical thinking
Presenting complex financial concepts
QRM experience
APS117 and CPS226 experience
Key Requirements
Prior experience with APS117 and Interest Rate Risk in the Banking Book highly regarded
Prior experience with SIMM/CPS226 highly regarded
Higher tertiary education, with suitable finance, maths, actuarial or economics qualifications