Senior Manager, Market Risk Modelling

cb513.xyz

Onsite
Market risk models
Interest rate risk in the banking book
Standardised initial margin
The Senior Manager, Market Risk Modelling position at cb513.xyz involves leading the design and implementation of market risk models to support trading strategies and financial performance within the Chief Investment Office. The role requires expertise in financial markets, modelling, and analytical skills, with a focus on collaboration across various treasury functions

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 offers a great degree of exposures to financial markets activities and facilitates broader interaction with other teams within Treasury and the wider Group.
  • We advocate and facilitate a culture of inclusion and respect, celebrating all cultures, abilities, genders, expressions of gender and sexual orientation.

Matching Summary

Match Score: 85

The Senior Manager, Market Risk Modelling position at cb513.xyz involves leading the design and implementation of market risk models to support trading strategies and financial performance within the Chief Investment Office. The role requires expertise in financial markets, modelling, and analytical skills, with a focus on collaboration across various treasury functions.

Skills & Requirements

Must-have

  • Market risk models
  • Interest Rate Risk in the Banking Book
  • Standardised Initial Margin
  • Python, VBA and SQL skills
  • Financial markets and products
  • Analytical and numeracy skills

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

  • Proven financial modelling skills
  • Experience with QRM highly regarded
  • 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

Work Rights

Not specified

Tailored Resume

Cover Letter