Senior Analyst, Market Risk Modelling

Hecommunitybank

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Market risk models
Interest rate risk in the banking book
Standardised initial margin
** Hecommunitybank is seeking a Senior Analyst for Market Risk Modelling to join their CIO Analytics and Modelling team. The successful candidate will focus on developing market risk models and analytical tools that support trading strategies and enhance financial performance. **

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 Analyst – 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 is a great opportunity to learn more about CIO and further develop a deep knowledge of market risk and the CBA balance sheet.

Matching Summary

Match Score: 75

** Hecommunitybank is seeking a Senior Analyst for Market Risk Modelling to join their CIO Analytics and Modelling team. The successful candidate will focus on developing market risk models and analytical tools that support trading strategies and enhance financial performance. **

Skills & Requirements

Must-have

  • Market risk models
  • Interest Rate Risk in the Banking Book
  • Standardised Initial Margin
  • Python, VBA, and SQL
  • 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

  • Financial modelling experience
  • Prior experience with Python, VBA and SQL
  • Higher tertiary education, with suitable finance, maths, actuarial or economics qualifications
  • 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

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