Senior Manager, Treasury Market Risk Analytics

Employer
Bluefin Resources
Location
Lakemba, New South Wales, Australia
Salary
Competitive Salary
Posted
Mar 23, 2021
Closes
May 13, 2021
Ref
8af1675bd4bb
Job Role
Manager
Sector
Finance
Contract Type
Permanent
Hours
Full Time
Responsibilities:
  • Lead the Treasury Market Risk Analytics team in identifying control gaps in the model environment and determining a viable path to remediation
  • Ensure a high standard of model governance through the ongoing documentation of models, improvements to policies & frameworks and integrating governance into the model change register
  • Assist Treasury Risk in an any further development, testing and deployment of models as well as changes to model governance
  • Support in the interpretation of APS guidance and ensure adherence to regulatory requirements
  • Remediate gaps in regulatory or control environments related to APS117 models

  • Requirements:
  • At least 7 years' experience in a relevant risk team within the Financial Services Industry
  • Strong understanding of Market Risk concepts such as PV01, VaR or Stress Testing
  • Solid knowledge around Banking Book Risk and relevant Model Risk and/or Model Development
  • Technical proficiencies in; SQL, VBA, R, SAS, Python or equivalent (preferable)

  • For further information about this opportunity please contact Olivia on 0409 356 856 or simply click APPLY.

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    Reference Number: BBBH43455_161628238408058 Reference Numbe: Contact Details: Olivia Newham

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