Market Risk Modeller - Global Retail Bank

$120k - $160k
Permanent
Sydney CBD
22 Jan 2020
BBBH746549

Excellent org. culture. Flat org. structure. Engage with senior members of product leadership. Take ownership of model dev. and implementation

We are proud to be partnering exclusively with this leading international retail bank. Ranked as having one of the highest customer satisfaction ratings in Australia, you will be able to bring your extensive market risk modelling experience and leverage off a truly global brand.

The Organisation

You will be joining an international retail bank which is ranked as one of the most favoured institutions to bank with from customer feedback.

Located in the heart of the city, this company has built a culture that's fun, friendly and supportive - it's the kind of place where you can be yourself and make the most of whatever you have to offer.

The Role

An opportunity exists for an experienced Market Risk Modeller to join this Market Risk team.

Reporting into the Head of Market Risk, you will be responsible for assessing, developing, reviewing and maintaining the tools and models applied to monitor liquidity and banking book interest rate risk and in formulating the parameter setting for market risk policies.

This role will see you engaging with key stakeholders within the business to interpret commercial objectives and implement into appropriate modelling.

Your responsibilities will include:

  • Lead development and implementation of liquidity and interest rate risk models to meet APRA standards
  • Undertake statistical and quantitative analysis of behaviour of deposit-taking and lending portfolios
  • Regularly validate models and ensure calculations and timely analysis provided to head office
  • Present risk analysis to support business decisions through quantitative research
  • Provide recommendations and analysis to Head of Market Risk

The Successful Candidate

To be successful in this role you will:

  • In depth knowledge of retail banking, financial instruments, markets scenario/simulation analysis
  • Experience in Banking or Corporate Treasury background (market risk, treasury, ALM)
  • Proficient in coding: Excel, VBA, SQL, SAS, Python etc
  • Qualification in mathematics, statistics, quantitative analysis or similar
  • Ability to translate complex mathematical concepts into plain English
  • Self-motivated and ability to work autonomously

Benefits

  • Flexible and agile work arrangements
  • Regular staff events and opportunities to build your network
  • Relaxed working environment - smart casual dress code
  • Platform for career development and genuine autonomy
  • Truly global organisation with opportunities to work internationally

If you would like to discuss this opportunity or your career options in general, please contact Renee Patu for a confidential discussion: rpatu@morganmckinley.com.au

Renee Patu's picture
Consultant | Risk & Compliance
Sydney +61 (0)2 8986 3120 | rpatu@morganmckinley.com