$150-$180k base + super
Job Type
Valerie Lai
Contact email
Email Valerie
Contact phone
+61 8227 9200
about 1 month ago
Join a Tier 1 Institution as they build out their Interest Rate in the Banking Book (IRRBB) project.
  • Contract: 2 Year Fixed Term Contract
  • Location: ideally Sydney.
  • Team: Treasury
  • WFH: 3 days in office/ week
Role & Responsibility:
  • Own and deliver the IRRBB Interest Rate Risk Uplift project working through APS117 to submission
  • Represent 2nd Line of Defence (LoD) and provide inputs into models - through UAT testing and checking business requirements
  • Deliver on a revised approach and end-to-end delivery of the program.
  • Create and drive governance framework; preparation of reports to senior management as well as regulatory bodies.
  • Ensure APS 117 APRA submissions are accredited
  • Tools: SQL, SAS, VBA, R and Python
  • 4+ years of experience within a quantitative function withn financial services - ideally within market risk
  • Strong working knowledge of APS117 and IRRBB
  • Experience with Non-Traded Market RIsk and APS 117 standards
  • Must understand market risk concepts - VaR, benchmarking, stress testing,
  • Ability to convey complex information to non-technical stakeholders
  • Strong stakeholder management and communication skills
For further information on this role or to confidentially apply, please contact Valerie Lai on 02 8227 9200 or apply directly via the Apply for this job button. Only WORD FORMAT resumes will be accepted.