Quantitative Risk Analyst

2 weeks ago

Sydney, Australia Australian Prudential Regulation Authority (APRA) Full time

**Contribute to APRA’s role as prudential regulator of financial institutions in the systemically important area of market risk measurement**:

- **Join a team of enthusiastic professionals, with a unique insight into the Financial Services World**:

- **Opportunity for flexible working arrangements in a workplace that values diversity, inclusion and work/life balance**

APRA is seeking an enthusiastic Quantitative Risk Analyst, to join the Market Risk & Models team within our Banking Division. The Risk Analyst will play a key role in the analysis on current and potential issues and it is likely you will have academic qualifications and some experience in Market Risk, which includes traded (TMR) and non-traded market risk (IRRBB & ALM), counterparty credit risk (CCR) and various market related valuation adjustments (XVA).

High-level analysis and problem solving are regular requirements of the position as well as the ability to liaise with senior personnel both internally and within institutions. The Risk Analyst will also engage with APRA’s frontline supervision in a technical capacity.

Key Opportunties;
- undertaking on-site reviews to assess the risk management framework of a wide range of regulated institutions;
- develop and utilize modelling skills to assess quantitative capital and exposure models submitted for approval by the regulated institutions;
- keeping up-to-date with theoretical and practical developments in risk management and international supervisory developments, in particular the Basel policy framework;
- developing and interpreting risk standards and guidelines for regulated institutions; and working closely with APRA’s frontline supervisory staff to ensure advice provided is

accurate and timely.

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