Manager Bsrm Analytics and Modelling

2 weeks ago

Sydney, Australia Commonwealth Bank Full time

**You are **experienced in Group Treasury and Financial Markets.
- **We are **transforming our way of working.
- **Together we **are a diverse team focussed on building a simpler, better bank.

**Do work that matters**:
Non Traded Market Risk partner with Group Treasury and the operating businesses of the bank to provide oversight and quantify non-traded market risks, funding and liquidity risks.

Balance Sheet Risk Oversight provides advice on risk and opportunities on the Group’s Balance Sheet across market, liquidity and funding risks, through;
- Design and/or approval of market and interest rate risk frameworks;
- Daily monitoring of market risk position within limits;
- Provisioning of analytics and insights to senior management;
- Providing insights for Group Treasury to optimise risk/reward over time within risk appetite and tolerances;

The team works closely with Group Treasury, Modelling and Traded Market Risk functions, providing an opportunity to gain exposure to these areas.

**Your Impact**:
The main area of responsibility will be to promote **the Line 2 IRRBB risk oversight across the Group. **In this role you will have Group-wide exposure allowing you to develop a holistic understanding across all key business areas and products.

The role will be key to maintaining and developing effective IRRBB risk oversight across the Group’s position, policy and products. As well as contributing to the oversight of market risks; advising and challenging Group Treasury on market risk; and working with senior business partners to approve transactions and projects as required.

**We are interested in hearing from people who have**:

- Relevant and deep experience within a Group Treasury front office or risk role covering liquidity risk, non-traded market risk and/or asset and liability management;
- Knowledge and understanding of industry conditions and the regulatory environment impacting Group Treasury (APS 117 is desirable);
- Have a practical approach to risk management and who are agile in their thinking and enjoy working in a fast paced environment;
- Well-developed stakeholder and customer management skills and ability to communicate thoughts and ideas clearly;
- Demonstrated ability to extract and use quantitative data to support analysis.

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Advertising End Date: 07/11/2024

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