Market & Liquidity Risk Officer
An iconic International Bank is looking for well rounded risk professionals to join their growing Risk Management Team!
Summary about this job
Compliance & Risk
Company: iKas International Australia
Location: Sydney
Work type: Full Time
Salary: n\a
Phone: +61-2-8762-9383
Fax: +61-3-6415-6609
E-mail: n\a
Site: n\a
Detail information about job Market & Liquidity Risk Officer. Terms and conditions vacancy
The Organisation
Our client is a well established international banking group with a longstanding reputation in Asia Pacific. They are renowned for their comprehensive range of product offerings in trade finance, capital finance, credit and lending solutions to complex large-scale projects.
This role is a highly hands-on function to assist and maintain the overall risk management function of the Branch, with particular focus on Treasury (Market & Liquidity) Risks.
The Role
- Daily production and dissemination of Market Risk Reports; perform stress and scenario testing
- Provide insightful risk analysis and control plans (i.e. concentration, mis-match, products and portfolio, limits, projections etc.)
- Perform risk assessments to ensure risks are properly captured, measured, monitored, and controlled
- Liaise with Treasury to understand market conditions and propose potential risk strategies
- Facilitate the development of key risk methodology and assumptions specific to the branch
- Report risk exposure to the committees
- Review current risk policies, procedures and control tools; identify gaps and put forward practical recommendations
- Ongoing development and refinement of risk and Excel models (VBA)
- Strengthen the overall risk management framework, ensuring compliance with regulatory requirements (CPS 220, APS210) and alignment with industry better practices
- Active collaboration with front-office, credit, treasury, finance, compliance and IT
The Requirements
- 3+ years’ experience in a similar risk function with large banks in Australia
- Solid knowledge in Money Market products - FX, Derivatives, Fixed Income, Bonds, CDS, IRS etc.
- Extensive hands-on practice on using multiple risk measurement tools and models (FMBM/FVM/GPC/Summit)
- Capabilities to interpret and communicate high volume of market information to meet demanding deadlines
- Quantitatively sound, and analytical in solving problems
- Responsible and high performing team player
- Strong Microsoft Excel skills - VBA, SQL, MatLab
If this position interests you, please submit a WORD version of your resume via the 'Apply Now' button. Or for further information please contact Eugena Gong at [email protected], quoting reference ARC_MR3.
iKas International (Australia) Pty. Ltd. is providing recruitment services for this role.
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