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.
The role also facilitates broader interaction with other teams within Treasury (including Treasury Liquidity Management and Group Funding) and the wider Group.
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
Market risk models
Interest Rate Risk in the Banking Book (IRRBB)
Standardised Initial Margin (SIMM)
Python, VBA and SQL skills
Financial markets and products
Analytical and numeracy skills
Nice-to-have
Independent thought and critical thinking
Presenting complex financial concepts
Culture of inclusion and respect
Flexible working options
Key Requirements
Proven financial modelling skills
Higher tertiary education, with suitable finance, maths, actuarial or economics qualifications