Senior Manager, Market Risk Modelling

Cobcv

Onsite
Market risk models
Financial markets and products
Analytical infrastructure development
Cobcv is seeking a Senior Manager for Market Risk Modelling, focused on enhancing market risk capabilities within their Group Treasury. The role involves developing and implementing robust market risk models, providing insights that support trading decisions and financial performance

Job Summary

  • The Chief Investment Office (CIO) within Group Treasury manages the non-traded market risk of the Group, including the interest rate, foreign exchange and credit spread risks associated with the Group's lending and deposit taking business, and investment of the Group's liquid assets and shareholder funds.
  • 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 also facilitates broader interaction with other teams within Treasury (including Treasury Liquidity Management and Group Funding) and the wider Group.

Matching Summary

Match Score: 85

Cobcv is seeking a Senior Manager for Market Risk Modelling, focused on enhancing market risk capabilities within their Group Treasury. The role involves developing and implementing robust market risk models, providing insights that support trading decisions and financial performance.

Skills & Requirements

Must-have

  • market risk models
  • financial markets and products
  • analytical infrastructure development
  • Python, VBA and SQL skills
  • interest rate risk in banking book
  • Standardised Initial Margin

Nice-to-have

  • analytical minded
  • curious about financial markets
  • solving complex problems
  • continuous process improvements
  • inclusion and diversity

Key Requirements

  • Proven financial modelling skills
  • Demonstrated analytical and numeracy skills
  • Independent thought and critical thinking
  • Proven track-record of presenting complex financial concepts
  • Experience with QRM highly regarded
  • Prior experience with APS117 and Interest Rate Risk in the Banking Book highly regarded
  • Prior experience with SIMM/CPS226 highly regarded
  • Higher tertiary education, with suitable finance, maths, actuarial or economics qualifications

Work Rights

Not specified

Tailored Resume

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