Senior Manager, Market Risk Modelling

Txcba

Onsite
Market risk models
Interest rate risk in the banking book (irrbb)
Standardised initial margin (simm) models
The Senior Manager, Market Risk Modelling at Txcba involves designing and implementing market risk models to support the Chief Investment Office's trading activities. The role requires strong analytical skills, financial market knowledge, and proficiency in programming languages like Python and VBA, among other qualifications

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 offers a great degree of exposures to financial markets activities and facilitates broader interaction with other teams within Treasury and the wider Group.
  • We advocate and facilitate a culture of inclusion and respect, celebrating all cultures, abilities, genders, expressions of gender and sexual orientation.

Matching Summary

Match Score: 85

The Senior Manager, Market Risk Modelling at Txcba involves designing and implementing market risk models to support the Chief Investment Office's trading activities. The role requires strong analytical skills, financial market knowledge, and proficiency in programming languages like Python and VBA, among other qualifications.

Skills & Requirements

Must-have

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

Nice-to-have

  • Curious about financial markets
  • Motivated by solving complex problems
  • Independent thought and critical thinking
  • Presenting complex financial concepts
  • Culture of inclusion and respect

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