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- Location
- Sydney
- Salary
- 185k base
- Job Type
- Permanent
- Ref
- BH-180693-1
- Contact
- Toni Dwyer
- Posted
- 13 days ago
Location: Sydney
Description:
Join my clients team to play a key role in the Interest Rate Risk Uplift Project. Acting as an SME, you will be delivering insightful analysis and ensuring regulatory compliance. As an IRRBB specialist, you'll enhance their oversight of non-traded market risk models, focusing on interest rate risk in the banking book under APS117 obligations.
Responsibilities:
- Support the Interest Rate Risk Uplift Project, collaborating with Market Risk Second Line.
- Review and analyse models for compliance and actionable insights.
- Serve as a subject matter expert in IRRBB, contributing to model development.
What We Offer:
- Flexible Work from Home options
- Generous parental leave policies and a supportive team environment.
- Access to banking, wealth, and insurance benefits.
- Strong learning and development opportunities
Requirements:
- 5+ years of risk and financial services experience (can consider someone with less exp.)
- Proficiency in SQL, VBA, R, SAS, and/or PYTHON.
- Previous experience with IRRBB and APS 117
- Strong communication skills.
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