Senior Manager, Market Risk Modelling

369

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Market risk models
Financial markets and products
Analytical infrastructure development
** The Commonwealth Bank of Australia (CBA) is seeking a Senior Manager for Market Risk Modelling within its Group Treasury, focusing on the design and implementation of market risk models. The role requires strong analytical skills, experience with financial markets, and proficiency in Python, VBA, and SQL. **

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.
  • We advocate and facilitate a culture of inclusion and respect, celebrating all cultures, abilities, genders, expressions of gender and sexual orientation.

Matching Summary

Match Score: 75

** The Commonwealth Bank of Australia (CBA) is seeking a Senior Manager for Market Risk Modelling within its Group Treasury, focusing on the design and implementation of market risk models. The role requires strong analytical skills, experience with financial markets, and proficiency in Python, VBA, and SQL. **

Skills & Requirements

Must-have

  • market risk models
  • financial markets and products
  • analytical infrastructure development
  • Python, VBA and SQL skills
  • interest rate risk in banking book
  • Standardised Initial Margin

Nice-to-have

  • analytical minded
  • curious about financial markets
  • motivated by solving complex problems
  • independent thought and critical thinking
  • presenting complex financial concepts

Key Requirements

  • Proven financial modelling skills
  • Demonstrated analytical and numeracy skills
  • Higher tertiary education, with suitable finance, maths, actuarial or economics qualifications

Work Rights

Not specified

Tailored Resume

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