Senior Analyst, Market Risk Modelling

onesearch.direct

**
Market risk models
Interest rate risk in the banking book
Python, vba, and sql
** The Commonwealth Bank is seeking a Senior Analyst for Market Risk Modelling to support its trading desks with robust market risk models and insights. The ideal candidate will possess strong analytical skills and experience in financial markets, particularly in relation to interest rate risk and financial modeling. **

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.
  • 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

Match Score: 75

** The Commonwealth Bank is seeking a Senior Analyst for Market Risk Modelling to support its trading desks with robust market risk models and insights. The ideal candidate will possess strong analytical skills and experience in financial markets, particularly in relation to interest rate risk and financial modeling. **

Skills & Requirements

Must-have

  • Market risk models
  • Interest Rate Risk in the Banking Book
  • Python, VBA, and SQL
  • Analytical and numeracy skills
  • Financial modelling experience

Nice-to-have

  • Curious about financial markets
  • Solving complex problems
  • Independent thought and critical thinking
  • Presenting complex financial concepts

Key Requirements

  • Higher tertiary education
  • Finance, maths, actuarial or economics qualifications
  • Prior experience with Python, VBA and SQL
  • Prior experience with financial markets and financial products highly regarded
  • Prior experience with APS117 and Interest Rate Risk in the Banking Book highly regarded
  • Prior experience with SIMM/CPS226 highly regarded

Work Rights

Not specified

Tailored Resume

Cover Letter