We are a specialist analytics and modelling team within Group Treasury, supporting CIO Trading Desks with robust market risk models and high-quality insights
Job Summary
We are a specialist analytics and modelling team within Group Treasury, supporting CIO Trading Desks with robust market risk models and high-quality insights.
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 and offer many other flexible working options.
Matching Summary
We are a specialist analytics and modelling team within Group Treasury, supporting CIO Trading Desks with robust market risk models and high-quality insights.
Skills & Requirements
Must-have
Financial markets understanding
Financial modelling skills
Python programming skills
VBA programming skills
SQL programming skills
Market risk model development
Analytical and numeracy skills
Nice-to-have
Experience with QRM
Knowledge of APS117
Knowledge of SIMM/CPS226
Independent thought and critical thinking
Presentation of complex financial concepts
Process improvement and productivity gains
Relationship development across business units
Key Requirements
Higher tertiary education in finance, maths, actuarial or economics