Senior Manager, Market Risk Modelling

Jobist Com Ng

Onsite
Market risk models
Interest rate risk in the banking book
Standardised initial margin
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

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.
  • Key responsibilities include assisting with the development, testing and governance of interest rate risk in the banking bank (APS 117) and initial margin (CPS 226) models.
  • The role offers a great degree of exposure to financial markets activities and facilitates broader interaction with other teams within Treasury and the wider Group.

Matching 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.

Skills & Requirements

Must-have

  • Market risk models
  • Interest Rate Risk in the Banking Book
  • Standardised Initial Margin
  • Python, VBA and SQL skills
  • Financial markets and products
  • Analytical and numeracy skills

Nice-to-have

  • Analytically minded
  • Curious about financial markets
  • Solving complex problems
  • Continuous process improvements
  • Inclusive and respectful culture

Key Requirements

  • Proven financial modelling skills
  • Independent thought and critical thinking
  • Presenting complex financial concepts
  • Higher tertiary education qualifications

Work Rights

Not specified

Tailored Resume

Cover Letter