Risk Analyst
2 days ago
Most successful financial institution in Australia
- Gain exposure to cutting-edge technologies and market-leading financial products
- Sydney CBD Location - Amazing offices, WFH
**Company Overview**
This company is a leading Investment Bank that has outperformed its competitors consistently over the last few years.
**Role Overview**
We are seeking Market Risk Analysts to work in a multi-functional team on the delivery of the FRTB Capital Engine for the bank.
FRTB experience is not required but you would be expected to have some numeracy or quantitative experience, and any knowledge in regulatory Risk across APS 116/117 or risk derivatives will greatly enhance your chance of being successful.
**What you will do**
You will be working on our internal model stream, reviewing data, developing new approaches and models as part of FRTB calculation engine implementation approaches, and leveraging their analytic and big data platform to deliver a best-in-class solution.
**Skills & Experience**
- Excellent written and verbal communication skills
- Strong numeracy or quantitative skills
- Knowledge of market/treasury risk management and regulation (APS 116 and FRTB) as well as derivative pricing and validation methodologies is highly regarded
- Knowledge of quantitative techniques in relation to VaR is highly regarded
- Any exposure to Python, C++, or Java is also highly valued
**What's on Offer**
Permanent opportunity up to $120,000 plus super/bonus (10-30%)/benefits.
They have an excellent work/life balance culture, career prospects, and an online learning platform for you to grow and improve your skillset.
If you believe that you meet the selection criteria and feel that this could be the right opportunity for you, then please
**MATT KIRK **on
**0292406310
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