Senior Manager, Market Risk Modelling

Clarendonhillsbank

Australia
Onsite
Market risk models
Interest rate risk in the banking book (irrbb)
Standardised initial margin (simm)
Clarendonhillsbank is seeking a Senior Manager in Market Risk Modelling to join their analytics and modelling team within Group Treasury in Australia. The ideal candidate will have a solid understanding of financial markets, proven financial modelling skills, and experience in developing market risk models to support trading strategy and decision-making

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 Manager- 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 offers a great degree of exposures to financial markets activities and facilitates broader interaction with other teams within Treasury and the wider Group.

Matching Summary

Match Score: 85

Clarendonhillsbank is seeking a Senior Manager in Market Risk Modelling to join their analytics and modelling team within Group Treasury in Australia. The ideal candidate will have a solid understanding of financial markets, proven financial modelling skills, and experience in developing market risk models to support trading strategy and decision-making.

Skills & Requirements

Must-have

  • Market risk models
  • Interest Rate Risk in the Banking Book (IRRBB)
  • Standardised Initial Margin (SIMM)
  • Python, VBA and SQL skills
  • Financial markets and products
  • Analytical and numeracy skills

Nice-to-have

  • Independent thought and critical thinking
  • Presenting complex financial concepts
  • Curious about financial markets
  • Solving complex problems

Key Requirements

  • Prior experience with APS117 and Interest Rate Risk in the Banking Book
  • Prior experience with SIMM/CPS226
  • Higher tertiary education, with suitable finance, maths, actuarial or economics qualifications

Work Rights

Not specified

Tailored Resume

Cover Letter