Senior Analyst, Market Risk Modelling

Hanoverparkbank

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Market risk models
Interest rate risk in the banking book (irrbb)
Standardised initial margin (simm)
** Hanoverparkbank is seeking a Senior Analyst for Market Risk Modelling, focusing on analytical support for financial markets and risk management within the Chief Investment Office (CIO) of Group Treasury. The ideal candidate will have a strong background in financial modeling and experience with relevant programming languages such as Python and VBA. **

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.
  • This role is a great opportunity to learn more about CIO and further develop a deep knowledge of market risk and the CBA balance sheet, with opportunities to grow into wider roles.

Matching Summary

Match Score: 75

** Hanoverparkbank is seeking a Senior Analyst for Market Risk Modelling, focusing on analytical support for financial markets and risk management within the Chief Investment Office (CIO) of Group Treasury. The ideal candidate will have a strong background in financial modeling and experience with relevant programming languages such as Python and VBA. **

Skills & Requirements

Must-have

  • Market risk models
  • Interest Rate Risk in the Banking Book (IRRBB)
  • Standardised Initial Margin (SIMM)
  • Python, VBA and SQL
  • Financial modelling experience
  • Analytical and numeracy skills

Nice-to-have

  • Curious about financial markets
  • Motivated by 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 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