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Quantitative Analyst, Market Risk Division: Risk
Location: Sydney
About Us At ANZ, we're shaping a world where people and communities thrive, driven by a common goal: to improve the financial wellbeing and sustainability of our millions of customers.
About the RoleStimulating and rewarding work with reach and impact across RiskOpportunities to learn, grow and developThe Quantitative Analyst, Markets Risk - Capital Reforms Project role is critical to making this happen and will support the Global Markets and Group Treasury businesses in achieving their aspirations and fulfilling regulatory obligations through the validation of risk models across Traded and Non-Traded Markets Risk. This role is primarily focused on validating the modelling required for Interest Rate Risk in the Banking Book (IRRBB) under APRA standard APS 117.
What will your day look like?Key accountabilities will include, but are not limited to:
Collaborating closely with the IRRBB project team and Non-Traded Market Risk Managers to assess accreditation requirements under APS117;Playing a pivotal role in validating the calculation of APS 117 regulatory capital models and their specification and implementation in Markets Risk core systems;Providing quantitative risk support, review, and challenge to Markets Risk product managers, Markets Finance, Group Treasury, and Balance Sheet Trading, particularly regarding modelling choices and assumptions;Proactively assessing risk methodology issues, participating in discussions with Technology teams and model developers to aid in their timely remediation and resolution. Effectively communicating (both written and verbal), influencing decisions, and negotiating outcomes;Assisting in providing thorough quantitative and qualitative analysis; preparing comprehensive documentation, and explicitly liaising with stakeholders as a quantitative subject matter expert to achieve appropriate prudent governance outcomes.Cultivating a reputation for credibility, integrity, and technical excellence contributing to the overall success and reputation of the validation team.Establishing a positive, open, collaborative, and efficient working culture in all interactions, serving as a role model within and outside the validation team. Contributing to embedding a strong risk culture in ANZ and ensuring alignment with established risk and compliance principles and policies.What will you bring?Extensive experience in Market Risk or Financial Markets in a quantitative role;
Strong knowledge of Financial Mathematics and derivatives products across multiple asset classes;Strong computational finance skills preferred (eg. Excel, VBA, SQL, Python);Sound understanding of Market Risk management in both the Banking book and Trading book;Familiarity with regulatory obligations, and the ability to interpret requirements under APRA prudential standard APS117;Ability to communicate Market Risk and quantitative concepts clearly and effectively to stakeholders;Demonstrated analytical and problem-solving skills with meticulous attention to detail;Relationship building skills and the ability to influence outcomes;Collaborative and team focused;You're not expected to have 100% of these skills. At ANZ a growth mindset is at the heart of our culture, so if you have most of these things in your toolbox, we'd love to hear from you.
So why join us? From the moment you join ANZ, you'll be doing meaningful work that will shape a world where people and communities thrive.
But it's not just our customers who'll feel your impact. you'll feel it too. Because at ANZ, you'll have the resources, opportunities, and support you need to take the next big step in your career.
We're a diverse bunch at ANZ in different roles, different locations, doing different things. That's why we have a range of flexible working arrangements, so our people can 'make work, work for them'. We also provide a range of benefits including access to health and wellbeing services and discounts on selected products and services from ANZ and more.
At ANZ, you'll be part of an organisation where the different backgrounds, perspectives and life experiences of our people are celebrated. That's because we're committed to building a workplace that reflects the diversity of the communities we serve. We welcome applications from everyone and encourage you to talk to us about any adjustments you may require to our recruitment process or the role itself. If you are a candidate with a disability or access requirement, let us know how we can provide you with additional support.
To find out more about working at ANZ, visit https://www.anz.com.au/careers. You can apply for this role by visiting ANZ Careers and searching for reference number 76599.
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