Project description We've been engaged by a large Australian company for their Treasury and Capital Markets Risk Management projects.
This project involves development for testing analysis based on the the complex risk and position data across various asset classes.
We require an experienced QRM analyst with strong knowledge of QRM, experience in solution design, quality assurance and broad exposure to financial markets.
You will be working as subject matter expert in a team of QRM Consultants on a variety of tasks.
This will be a high profile engagement with a view to quickly grow our offshore footprint with this client.
To meet increasing regulatory demands significant change will be required to the Quantitative Risk Management third party calculation engine, QRM which is used to calculate the Risk metrics.
Responsibilities This role is within Treasury Technology and focuses on Quantitative Risk Management (QRM), a preferred calculation engine for delivering modeling capabilities in Interest Rate Risk in the Banking Book (IRRBB) and Liquidity Risk.
The Treasury Technology team is responsible for responding to APRA regulatory changes by uplifting business rules, optimizing controls, and enhancing processes in the End-to-End Interest Rate and Liquidity Risk framework.
The team is looking for a driven individual to enhance the technical delivery within the QRM team, ensuring both business and technical outcomes are achieved.
You will be responsible for validating QRM outcomes from both a business and technical perspective, working closely with a team accountable for delivering quality and operationally reliable solutions to complex business data requirements in major projects and ongoing continuous improvements.
Define End-to-End (E2E) Test Regression from a business outcome perspective.
Understand QRM configuration and assess its impact on downstream functions.
Build and maintain a validation library for QRM changes, including nuanced validation cases.
Develop and execute SQL queries and leverage basic SSIS skills to validate outcomes.
Perform reverse ETL by executing efficient QRM Framework runs and checking specific business outcomes.
Troubleshoot and triage technical issues related to QRM outcomes within the framework.
Provide technical documentation for broader teams, ensuring they understand the QRM validation framework.
Present validation results clearly from a business outcome perspective to stakeholders.
Collaborate with cross-functional teams to implement and improve business data solutions.
Skills Must have 7 years of relevant experience Experience with QRM or a similar Financial Risk Management product (Development, Product Setup, Validation).
Strong ability to analyze business end-to-end outcomes and translate them into technical validation processes.
Proficiency in writing SQL queries for data extraction and validation.
Basic understanding of SSIS (SQL Server Integration Services) for process automation.
Experience in troubleshooting/triaging technical issues related to risk management tools or similar frameworks.
Knowledge of regulatory requirements (preferably APRA) related to Treasury, Liquidity, and IRRBB.
Strong communication skills to articulate technical findings to business stakeholders.
Nice to have Experience in: Trade processing systems like Murex Trade processing systems like Calypso Trade processing systems like FIS Quantitative/Modeling background or interest, with an ability to understand complex financial models.
Experience in reverse ETL processes to validate and check specific QRM outcomes.
Prior experience in a Treasury Technology team handling APRA regulatory changes or similar projects.
Exposure to Risk Management and Liquidity processes in a banking environment.
Other Languages English: C1 Advanced Seniority Senior