Manager Modelling & Analytics, Group Treasury You are passionate, motivated and display a positive attitudeWe are a values-driven and a high performing teamTogether we can deliver an exemplary experience for our stakeholders and the Group Do work that matters The Chief Investment Office (CIO) within Group Treasury manages the non-traded market risk of the Group, including the interest rate, foreign exchange and credit spread risks associated with the Group's lending and deposit taking business, and investment of the Group's liquid assets and shareholder funds.
See yourself in your team We are the Portfolio Analytics and Modelling team within CIO providing analytical and modelling support. We also provide model development for the various functions within Group Treasury.
In this role You will assist in the development of analytical infrastructure to assist CIO meet its strategic priorities, assist with the implementation of the Group's Interest Rate Risk in the Banking Book (IRRBB) modelling framework and work to support the overall trading analytics infrastructure.
You will also facilitate broader interaction with other teams within Treasury (including Treasury Liquidity Management and Group Funding) and the wider Bank.
Other responsibilities also include:
Develop Python and VBA tools to implement and support decision-making and risk analysisAssist in the development, configuration and testing of the IRRBB capital models in QRM, including enhanced market risk factor modelling and implementation of new productsProvide assistance in the investigation of Balance Sheet risk changes and issue managementContribute to the development and optimisation CIO trading strategiesImplement continuous process improvements and productivity gainsContinually develop relationships with relevant business units across the organisation We're interested in hearing from people who have:Demonstrable experience in Capital Market riskStrong Python, VBA, and SQL knowledge and experiencePrior experience with pricing of financial instruments is highly regardedStrong understanding of financial markets and financial productsAre a critical thinker with an independent thought processStrong financial modelling skillsAbility to present complex financial concepts to a wider audienceStrong analytical and numeracy skillsHigher tertiary education in a quantitative finance field; Actuarial, Financial Mathematics, Financial Statistics, etc. Working with us: We support our people with at least half your time each month connecting in the Sydney office, allowing for flexibility in the remaining time. We have many other flexible working options available including changing start and finish times. Talk to us about how these arrangements might work for you.
If this sounds like you,! If you're already part of the Commonwealth Bank Group (including Bankwest, x15ventures), you'll need to apply through Sidekick to submit a valid application. We're keen to support you with the next step in your career.
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Advertising End Date: 01/11/2024
Job ID REQ221213
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