Manager Market Risk Analytics & Reporting

Location: Sydney CBD, New South Wales
Contract Type: Permanent
Specialisation: Banking & Financial Services
Salary: AU$145000 - AU$158000 per annum
REF: BBBH221726_1525678922

Our client is one of the major financial service organisations in Australia. They are seeking a high profile Market Risk Analytics Manager.

Responsibilities

  • 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 Team
  • Market Risk calculations, risk analysis and the distribution of information to risk managers
  • System performance and continuous improvement

Skills

  • 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