Compliance & Risk (Banking & Financial Services)
Contract/Temp
Your New Role:
This 6 month contract as a Senior Liquidity Risk Analyst sits within the Investment Operations & Reporting department.
The role of Senior Liquidity Risk Analyst primarily exists to:
Report Liquidity Risk and associated Stress Tests to ensure the fund is within risk appetite.
Provide independent risk reporting to key stakeholders, i.e. Investment Committee, and Board.
Enhancing risk frameworks and reports to ensure compliance and identifying and explaining key risks and their drivers.
Building strong relationships with Investment teams and key stakeholders to support robust Risk reporting.
Key duties include but are not limited to:
Daily reporting of Liquidity Risks and limits across the investment options to key internal stakeholders.
Production of stress testing and historical scenarios to provide stakeholders a clear view of Investment Risk across a different range of circumstances.
Maintain a strong understanding of portfolio data attributes, the fund structure across options, asset classes, overlays, decision-making, and instruments to support the model so that key stakeholders can execute their risk accountabilities.
Support change management of the Liquidity Risk Reporting by engaging across the fund, confirming change requirements, testing of results and documenting updates to reflect the change to procedures.
Maintain a strong understanding of the model risk management framework to enable valuable contribution to associated Risk Reporting documentation and procedures.
Support the delivery of new Liquidity Risk models by testing functionality and working with key stakeholders to deploy enhancements.
Demonstrate ongoing continuous improvement to enhance key processes and procedures and ensure new processes are well documented.
Support the monthly reporting and delivery of periodic market risk, development risk and rebalancing risk and other risk reporting to ensure the investment options are within their risk limits and to satisfy regulatory and internal policy requirements.
What You'll Need:
Tertiary qualifications in Commerce, Finance, Mathematics, or a related field.
Experience with relevant Liquidity Risk and Investment risk models and system providers highly desirable.
Ability to work with senior stakeholders to enhance the application of prudential and management risk frameworks, work collectively with team members in a flexible and fast paced environment.
Advanced quantitative skills and highly adept at complex problem solving. An advanced business acumen, understanding of investment principles, investment instruments and financial markets.
Highly proficient at taking complex data and information sets and simplifying it to present information concisely and comprehensibly.
A relevant post-tertiary qualification in finance or risk (e.g. CFA, FRM, PRM, Masters of Applied Finance).
What's Next
Apply now, if you share our values of Energy, Integrity, Generosity of Spirit and Excellent Outcomes and would like the opportunity to work in a challenging, growing and rapidly evolving team to deliver outstanding results.
Australian or New Zealand citizenship or Australian permanent residency status is required.
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