Lead Analyst, Financial Instrument Specialist

4 days ago


Sydney, Australia Reserve Bank of Australia Full time

The Role:
This is a newly created quantitative and systems-focused role, and you will drive the design and maintenance of mathematical models for pricing financial instruments and producing risk analysis and metrics on these instruments. You will require advanced quantitative skills on financial market instruments to work on data requirements and trading system configuration and implementation in relation to financial instruments, as well as testing, producing documentation and training, and acting as a technical liaison between business stakeholders and project teams. More specifically around CCBS, this would involve developing expertise on the CCBS valuation process and its key inputs, as well as the impact of valuation changes on portfolio margining and benchmarking.

What are we looking for?

Objectives- Drive the design and maintenance of: mathematical models for pricing financial instruments and risk analysis/metrics for existing and new financial instruments.- Design and maintain necessary data requirements and trading system configuration/implementation, testing, and development of documentation & training materials for financial instruments.- Help translate complex technical information concisely for diverse audiences. Understand, document and communicate objectives, drivers, and business value proposition.- Specifically around CCBS, develop expert knowledge on: valuation of CCBS; FX and discount curve construction; benchmark portfolio implications; and how CCBS pricing/valuation interacts with portfolio margining.- Act as a technical liaison between business stakeholders and project teams for financial instruments.

Technical Capabilities- Advanced quantitative skills on financial market and pricing instruments.- With a reduced need for input/guidance from management in terms of editing/structure: Demonstrate ability to convincingly and credibly communicate orally and in writing finance-based and technical information and assessments. Demonstrate an ability to adjust mode, style and content of communication (including technical/specialised material) as appropriate to context/task/audience. Communicate with a degree of clarity and efficiency.- Demonstrate a general understanding of the Bank’s purpose, functions and objectives and how they relate to the Australian economy and financial system. Demonstrate a general understanding of how the staff member’s role supports the Bank’s purpose, functions and objectives.- Demonstrate ability to understand and interpret key data sources, publications, and other relevant information sources, as input into and context for financial instrument system and risk analysis work. Demonstrate ability to identify and assess alternative/new sources of data and other information to support financial instrument valuation and analysis, trading system configuration, and risk analysis outputs.-
- Qualifications: Economics/Finance or related degree, and an honours degree is highly desirable.

The Team

The PRC team is responsible for independently measuring the performance and risk of the Bank's financial asset portfolios, assessing compliance with various limits, and ensuring adequate documentation to support these operations. The section consists of two teams: one team is focused on managing the risks on the domestic portfolio and one focused on managing the risks for the Bank’s foreign portfolio. At a practical level, the work involves a blend of theoretical and practical aspects of financial markets including working on day-to-day operations; involvement in projects to strengthen the systems used to manage the Bank’s portfolios; and conducting analysis to support risk management of the portfolios.

Be More

Working for an organisation that truly makes a difference to the people of Australia, we can offer development and career opportunities in a collaborative environment that supports your growth, wellbeing and promotes flexibility. Your individual growth and success drives the Bank forward as an organisation. Be more means you can do more, for yourself and for Australia.
- Why RBA?_

Through the pursuit of national economic policy objectives and associated activities in financial markets and banking, the RBA makes an important contribution to the Australian economy. We also issue Australia's banknotes and operates infrastructure critical to the payments system, all of which contribute to the welfare of the Australian people.

Made up of specialists across a wide range of fields, our people have a critical role to play in achieving these objectives, whether directly or in a supporting capacity. As a values driven organisation, our people conduct themselves with a high degree of integrity, while striving for excellence in the work they perform and the outcomes they achieve. We encourage intelligent inquiry and we treat one another with respect, while promoting the public interest through our efforts.

Few places give you the balance of professional challenge and


  • Financial Analyst

    4 days ago


    Sydney, Australia Sharp & Carter Full time

    Manage and advise on a growing family investment portfolio - Work alongside and learn from global leading executives - Circa $150,000 + Super | Flexible Working | Global connectivity **About the role** *** We are recruiting a Financial Analyst from an investment banking background to collaborate closely with the leadership team, taking on a key role in...

  • Financial Analyst

    1 week ago


    Sydney, Australia Trace Personnel Full time

    6-month contract - Must be able to start immediately - Sydney CBD based Our client is a leader in Australia’s biggest public transport infrastructure program, and they are seeking an experienced Financial Analyst to join their team on a 6-month contract. The main purpose of this role is to develop and present sound financial analysis of business and...

  • Financial Analyst

    6 days ago


    Sydney, New South Wales, Australia Perigon Group Pty Limited Full time $80,000 - $120,000 per year

    Our clientWe are exclusively partnered with a blue-chip market-leader, recruiting for a Financial Planning Analyst to join their FP&A division and be at the forefront of change for this business. Reporting into the Financial Planning Manager of this leading globally listed global business, this Financial Analyst role is an amazing opportunity for an...

  • Financial Analyst

    3 days ago


    Sydney Western Suburbs, Australia HAYS Full time

    NSW Govt Services Organisation is looking for an experienced Financial Analyst for a long term contract. **Your new company** A large govt training organisation requires an experienced Financial Analyst with strong Financial Accounting and reporting experience to join their team located in Western Sydney. **Your new role** Working with Senior Finance...

  • Etf Analyst

    3 days ago


    Sydney, Australia Limelight People Full time

    **SYDNEY** - ETF Products - Global Market Leader - Data | ETF | Analysis | Excel **ETF Analyst / Specialist - Immediate required is an ETF Specialist for our global financial services client.** **ETF Analyst / Specialist - **You will be responsible for supporting our clients rapidly growing ETF division. This is a wide ranging position giving you exposure...

  • Financial Planning

    5 days ago


    Council of the City of Sydney, Australia Lindt & Sprüngli Pty Ltd Full time

    Join us in Enchanting the World with Chocolate. Lindt & Sprüngli is a world-leading manufacturer of premium quality chocolate, and our exclusive products enjoy an excellent reputation and awareness. We have an exciting opportunity for a commercially minded Financial Planning & Analyst Lead to join our collaborative finance team on a 12-month maternity leave...


  • Sydney, Australia Insignia Financial Ltd Full time

    Remediation Calculations Analyst **Location**:SYDNEY, NSW, AU, 2000HOBART, TAS, AU, 7000DOCKLANDS, VIC, AU, 3008BRISBANE, QLD, AU, 4000 **Employment Type**:Max Term Full Time - Play a key role in delivering trusted financial solutions to clients - Max-Term opportunity (12-months) - Location Agnostic **The opportunity to join our team** - Join our Business...

  • Financial Analyst

    2 weeks ago


    Sydney, Australia Sharp & Carter Full time

    12 month FTC in an ASX Listed company - Finance Analyst in a fun and collaborative team - 100,000 - 110,000 - needs someone available immediately. **Finance Analyst / Customer Experience Specialist - immediate start needed!** We are seeking a talented and motivated Finance Analyst / Customer Experience Specialist to join our team. In this role, you will...

  • Financial Analyst

    6 days ago


    Sydney, Australia Melior Investment Management Full time

    We have a new role open in our team for a financial analyst. You will spend your day analyzing huge amounts of financial data and preparing various accounting and financial reports based on this data and your research-backed opinions. To excel in this role you need proven knowledge of various financial forecasting and corporate finance models. **Financial...

  • Financial Analyst

    6 days ago


    Sydney, Australia Whiteoak Full time

    We have a new role open in our team for a financial analyst. You will spend your day analyzing huge amounts of financial data and preparing various accounting and financial reports based on this data and your research-backed opinions. To excel in this role you need proven knowledge of various financial forecasting and corporate finance models. **Financial...