Senior Analyst, Market Risk Modelling

Cobbenefitfair

Onsite
Market risk models
Interest rate risk in the banking book (irrbb)
Standardised initial margin (simm) models
The Senior Analyst, Market Risk Modelling position at Cobbenefitfair involves supporting the Chief Investment Office (CIO) Trading Desks by developing and implementing market risk models and analytical tools. The role emphasizes collaboration within the Group Treasury and requires strong financial modelling skills along with proficiency in Python, VBA, and SQL

Job Summary

  • The Chief Investment Office (CIO) within Group Treasury manages the non-traded market risk of the Group, including interest rate, foreign exchange and credit spread risks.
  • 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: 85

The Senior Analyst, Market Risk Modelling position at Cobbenefitfair involves supporting the Chief Investment Office (CIO) Trading Desks by developing and implementing market risk models and analytical tools. The role emphasizes collaboration within the Group Treasury and requires strong financial modelling skills along with proficiency in Python, VBA, and SQL.

Skills & Requirements

Must-have

  • Market risk models
  • Interest Rate Risk in the Banking Book (IRRBB)
  • Standardised Initial Margin (SIMM) models
  • Python, VBA, and SQL
  • Analytical infrastructure development

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
  • Higher tertiary education
  • Prior experience with Python, VBA and SQL
  • Prior experience with APS117 and IRRBB
  • Prior experience with SIMM/CPS226

Work Rights

Not specified

Tailored Resume

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