Senior Manager, Market Risk Modelling

Customerscommercialfinance

Onsite
Market risk models
Interest rate risk
Banking book models
The Senior Manager, Market Risk Modelling position at Customerscommercialfinance focuses on developing and implementing market risk models to support trading decisions and enhance financial performance. The role requires strong analytical skills, proficiency in financial modeling, and experience with various financial products, as well as familiarity with Python, VBA, and SQL

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 Customerscommercialfinance focuses on developing and implementing market risk models to support trading decisions and enhance financial performance. The role requires strong analytical skills, proficiency in financial modeling, and experience with various financial products, as well as familiarity with Python, VBA, and SQL.

Skills & Requirements

Must-have

  • market risk models
  • interest rate risk
  • banking book models
  • Python, VBA and SQL skills
  • financial markets and products
  • analytical and numeracy skills

Nice-to-have

  • analytical infrastructure development
  • trading strategy development
  • continuous process improvements
  • inclusion and diversity advocate

Key Requirements

  • Prior experience with APS117 and Interest Rate Risk in the Banking Book
  • Prior experience with SIMM/CPS226
  • Higher tertiary education, with suitable finance, maths, actuarial or economics qualifications

Work Rights

Not specified

Tailored Resume

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