Senior Analyst, Market Risk Modelling

Bonneville Bank

Onsite
Market risk models
Analytical infrastructure development
Python vba sql experience
Bonneville Bank is seeking a Senior Analyst for Market Risk Modelling to join their analytics and modelling team within Group Treasury. The role involves the development and maintenance of market risk models while supporting trading desk strategies, offering opportunities for professional growth and collaboration across teams

Job Summary

  • 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 also facilitates broader interaction with other teams within Treasury (including Treasury Liquidity Management and Group Funding) and the wider Group.
  • 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

Bonneville Bank is seeking a Senior Analyst for Market Risk Modelling to join their analytics and modelling team within Group Treasury. The role involves the development and maintenance of market risk models while supporting trading desk strategies, offering opportunities for professional growth and collaboration across teams.

Skills & Requirements

Must-have

  • market risk models
  • analytical infrastructure development
  • Python VBA SQL experience
  • financial modelling experience
  • independent thought critical thinking

Nice-to-have

  • financial markets financial products
  • presenting complex financial concepts
  • interest rate risk banking book
  • continuous process improvements

Key Requirements

  • Higher tertiary education
  • finance maths actuarial economics qualifications
  • Prior experience with Python VBA SQL
  • Prior experience with APS117
  • Prior experience with SIMM CPS226

Work Rights

Not specified

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