Senior Analyst, Market Risk Modelling

CBA New Digital Businesses Pty Ltd

Onsite
Market risk models
Interest rate risk in the banking book
Standardised initial margin
CBA New Digital Businesses Pty Ltd is seeking a Senior Analyst for Market Risk Modelling to support its Group Treasury with the development and implementation of market risk models. The ideal candidate should possess strong analytical skills, financial modelling experience, and familiarity with Python, VBA, and SQL. The position offers opportunities for professional growth and interaction with various teams within the organization

Job Summary

  • The CIO Analytics and Modelling team provides analytical and modelling support for the CIO Trading Desks as well as design, development and maintenance of Group Treasury’s market risk models including Interest Rate Risk in the Banking Book (IRRBB) and Standardised Initial Margin (SIMM) models.
  • 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

CBA New Digital Businesses Pty Ltd is seeking a Senior Analyst for Market Risk Modelling to support its Group Treasury with the development and implementation of market risk models. The ideal candidate should possess strong analytical skills, financial modelling experience, and familiarity with Python, VBA, and SQL. The position offers opportunities for professional growth and interaction with various teams within the organization.

Skills & Requirements

Must-have

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

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

  • Financial modelling experience
  • Excellent analytical and numeracy skills
  • Prior experience with Python, VBA and SQL
  • Higher tertiary education
  • Prior experience with financial markets and financial products
  • Prior experience with APS117 and Interest Rate Risk in the Banking Book
  • Prior experience with SIMM/CPS226

Work Rights

Not specified

Tailored Resume

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