Senior Manager, Market Risk Modelling

Burbankbank

Onsite
Market risk models
Interest rate risk in the banking book
Standardised initial margin
Burbankbank is seeking a Senior Manager for Market Risk Modelling to join their specialist analytics and modelling team within Group Treasury. The role focuses on designing and implementing market risk models, providing analytical support to trading desks, and enhancing the Group's market risk capability

Job Summary

  • We are a specialist analytics and modelling team within Group Treasury, supporting CIO Trading Desks with robust market risk models and high‑quality insights.
  • 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.
  • We support our people with the flexibility to balance where work is done with at least half your time each month connecting in office.

Matching Summary

Match Score: 85

Burbankbank is seeking a Senior Manager for Market Risk Modelling to join their specialist analytics and modelling team within Group Treasury. The role focuses on designing and implementing market risk models, providing analytical support to trading desks, and enhancing the Group's market risk capability.

Skills & Requirements

Must-have

  • Market risk models
  • Interest Rate Risk in the Banking Book
  • Standardised Initial Margin
  • 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
  • QRM experience
  • Culture of inclusion and respect

Key Requirements

  • Proven financial modelling skills
  • Higher tertiary education
  • Finance, maths, actuarial or economics qualifications

Work Rights

Not specified

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