Manager Market Risk Analytics
|Location:||Melbourne CBD, Victoria|
|Specialisation:||Banking & Financial Services|
Our client is one of the major financial services organisations in Australia. A high profile Market Risk Analytics role is available on a 12 month Fixed Term Contract.
- Leading a team of 3
- day-to-day measurement of Market Risk and associated Capital
- maintaining and extending a modular Markets Risk infrastructure
- running efficient BAU procedures
- Working closely with Market Risk Services in Bangalore
- Market Risk calculations, risk analysis and the distribution of information to risk managers
- System performance and continuous improvement
- Extensive Markets Risk experience
- Strong understanding of Technology MIS
- Excellent analytical skills, including an advanced understanding of risk analytics.
- Postgraduate qualification in a quantitative discipline (Finance, Science or Engineering)
- SAS/SQL advantageous