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Senior Manager Market Risk

Job Title: Senior Manager Market Risk
Contract Type: Permanent
Location: Sydney
Reference: 2758101
Contact Email:
Job Published: June 12, 2018 14:31

Job Description

The Portfolio and Market Risk Management team is part of the Group Centres Risk Management team and provides group wide risk management services. The services looked after are: Traded Market Risk, Balance Sheet Risk Management, Quantitative Modelling and Counterparty Risk, Risk & Value Measurement across Regulatory Capital.

Your team being the Balance Sheet Risk Management team is responsible for the identification, measurement, reporting and independent risk oversight of interest rate, risk oversight of group treasury traded risk and independent oversight and liquidity.

  • Establish and maintain Market Risk Oversight function, IRRBB & liquidity risk for traded markets and group treasury
  • Maintain the integrity of the governance control framework
  • Maintain the ALM Risk Oversight function
  • Work with key stakeholders to enable / approve specific business transactions
Key Requirements: 
  • Knowledge & understanding of balance sheet and financial markets specifically within interest rate products and derivatives
  • 5 years experience within a Market Risk, non-traded market risk, asset & liability management & liquidity risk market
  • Prior knowledge of non-traded market risk capital and accounting standards is desired
  • Tertiary qualification with strong quantitative skills
If you are interested in this role please click reply or contact Liam Sweeney.