Markham Bank is seeking a Senior Analyst for Market Risk Modelling, focusing on the design and implementation of market risk models to enhance financial performance and support trading strategies. The role requires strong analytical skills, experience with financial modelling, and proficiency in Python, VBA, and SQL
Job Summary
You are analytically minded, curious about financial markets, and motivated by solving complex problems that influence real trading and balance‑sheet decisions.
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.
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
Markham Bank is seeking a Senior Analyst for Market Risk Modelling, focusing on the design and implementation of market risk models to enhance financial performance and support trading strategies. The role requires strong analytical skills, experience with financial modelling, and proficiency in Python, VBA, and SQL.
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
Analytically minded
Curious about financial markets
Solving complex problems
Innovative ideas
Inclusion and respect
Key Requirements
Financial modelling experience
Excellent analytical and numeracy skills
Independent thought and critical thinking
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