What we will offer you:A healthy, engaged and well-supported workforce is better equipped to do their best work and, more importantly, enjoy their lives inside and outside the workplace. That's why we are committed to providing an environment with your development and wellbeing at its center.You can expect:Competitive salary with superannuation paid over and above fixed pay4 weeks annual leave, plus one week additional leave*, one week wellbeing leave* and the option to purchase leave (*subject to eligibility criteria)Salary packaging for car parking, motor vehicles, taxis and superannuationParental leave benefits including 26 weeks paid leave for primary carer and 16 weeks paid leave for non-primary carer and Childcare Assistance PaymentA range of benefits including online employee discount program, annual flu vaccinations, discounted private health insurance, employee referral programInsurance cover for life, total disablement and salary continuanceExecutive health checks for Directors and Managing DirectorsMatched giving and paid volunteer leaveYour key responsibilities:Daily monitoring of local risk positions and changes in the portfolio (across all asset classes - Rates, FX, Credit and Equities) using various market risk measures (Greeks, VaR, Stress Testing)Daily review of ANZ economic data, cross-asset class market news and price movementsReport preparation, risk analysis and commentary incl. communication to senior MRM management, local FO management and regulatorsMonitor and setting of local limits and advise/take action when necessaryAssist in model and methodology awareness and be a key liaison point with model val and methodology staff.Highlight gaps and weaknesses in current coverage, measurement and/or methodologiesAssist on the preparation for FRTBAssist with RNIV and RNIEC reviews.Audit and regulatory inspection preparationLocal attendance of various committees and councilsManage the local teamYour skills and experience:Established experience (5+ years) in market risk management mandatoryIdeally will have had exposure to a number of asset classes including Rates, FX, Credit and EquitiesA solid understanding of financial products, their pricing and risk profiles (including derivatives and bonds)Be able to interact and build relationships with all senior trading, management and risk staff.A problem solver who is able to work independentlyVBA and Python skills desirableHow we'll support you:Flexible working to assist you balance your personal prioritiesCoaching and support from experts in your teamA culture of continuous learning to aid progressionA range of flexible benefits that you can tailor to suit your needsTraining and development to help you excel in your career
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