Our client, a market leading Australian bank and have a fantastic opportunity within their Interest rate risk reporting team, where our client is in search of individuals who have experience in research, development and innovation of risk management techniques in the Financial market space.
The ideal candidate will have minimum two years' experience within the Treasury or Financial Markets space. Understanding of interest rate risk concepts for retail banks. You must be ambitious and a high performer to QRM / VBM programming in this role.
What's expected of you:
- Responsible for research, development and innovation of tools models and systems across the Interest rate risk reporting team.
- Ensure all models adhere to Model Risk Review Policies by completing the necessary validation, maintenance and documentation tasks.
- Assist in providing a framework for IRR reporting team to develop and enhance their technical and conceptual knowledge base.
- Assist in projects relevant to Treasury and IRR reporting.
- Strong financial mathematical abilities
- VBA programming experience
- Proven ability to work within a team
- Strong understanding of Treasury operations and financial market products
- Working knowledge of various regulatory bodies and policies (APRA, BCBS and RBNZ)
- Degree qualification is essential
- Minimum 2 years' experience within Financial Markets
- High attention to detail.
- Excellent communication skills and an ability to problem solve and identify solutions.
Please apply by the link below or email Fiona Lu directly on email Fiona.firstname.lastname@example.org or call on 02 8267 2492 for a confidential discussion