Senior Manager - Market Risk

$160k - $180k
Sydney CBD
18 Jul 2019

Lead the delivery and implementation of all aspects of the roll-out of market risk management system: planning, strategies, risk transfer, modelling and validation


We are working exclusively with a leading global bank which is seeking a Senior Market Risk Manager to play an integral role in the implementation of a new risk management system.

Reporting to the Head of Market Risk, you will lead the delivery and implementation of all aspects of the roll-out including planning, strategies, risk transfer, modelling and validation. You will also regularly engagement with senior stakeholders to provide oversight and continually improve the risk system and requirements.

This is a highly visible role which will give you the opportunity to own this project and lead a small team of market risk specialists.


This global retail bank consistently grows year on year and embarks on exciting and unique strategies which is unique to others in the industry. Lots of potential to grow the team, train people and improve processes.


To be successful in this role you will have:

  • 5+ years non-traded market risk experience
  • Demonstrated hands-on knowledge of risk management techniques and processes
  • In-depth interest rate risk in banking book, funding and liquidity risk, modelling of replicating portfolios
  • Tertiary qualification in mathematics, statistics, actuarial sciences or similar
  • Experience with programming tools: VBA/SAS/Python and leading market risk applications
  • Working knowledge of APRA prudential standards

To express your interest in this opportunity please apply now. For any questions please call Renee Patu 02 8986 3120 or email:

Morgan McKinley is acting as an Employment Agency in relation to this vacancy.

Renee Patu's picture
Consultant | Risk & Compliance
Sydney +61 (0)2 8986 3120 |