Senior Manager, Market Risk Modelling

CommBank

Sydney, NSW, Australia
Onsite
Financial modelling skills
Python, vba, sql skills
Analytical and numeracy skills
The role offers exposure to financial markets activities and focuses on the implementation of the Group’s market model framework

Job Summary

  • The role offers exposure to financial markets activities and focuses on the implementation of the Group’s market model framework.
  • You will assist in the design and implementation of market risk models and develop analytical infrastructure for trading strategies.
  • The position encourages collaboration with various teams within Treasury and the wider Group.

Matching Summary

The role offers exposure to financial markets activities and focuses on the implementation of the Group’s market model framework.

Skills & Requirements

Must-have

  • financial modelling skills
  • Python, VBA, SQL skills
  • analytical and numeracy skills

Nice-to-have

  • experience with QRM
  • prior experience with APS117
  • prior experience with SIMM/CPS226

Key Requirements

  • higher tertiary education in finance or related field
  • proven track record of presenting complex financial concepts

Work Rights

Not specified

Tailored Resume

Cover Letter