Balance Sheet Manager

The role will enhance Great Southern Bank by leading Treasury's initiatives to elevate both capability and capacity in managing Interest Rate Risk in the Banking Book and Liquidity.

With sound understanding of Treasury, Asset and Liability Management (ALM), financial mathematics, and statistical methods used for Treasury risk management and economic and behavioural risk modelling, you will leverage your commercial focus to deliver unique insights into the Bank's balance sheet. This will ensure that risk management decisions and strategies remain optimal for the Bank.

You will drive the continuous improvement of the Bank's Strategic Asset and Liability risk measurement system (QRM) and develop new ways to further leverage the system to better understand the balance sheet risks and risk management approaches.

You will play an ongoing role in interacting with Great Southern Bank stakeholders to lead the uplift of Treasury capability and capacity and lead strategic projects.

**About you**
- Postgraduate (master's level or higher) in Applied Finance, Economics, Business, Financial Mathematics, Statistics, or other related disciplines.
- 7 plus years' experience in Treasury and/or Risk role, preferably within a retail or investment bank.
- Postgraduate (master's level or higher) in Applied Finance, Economics, Business, Financial Mathematics, Statistics, or other related disciplines.
- High level proficiency in Treasury, Economics, Financial Markets, Asset and Liability Risk Management
- Strong ability to review, enhance, document, and validate Treasury risk management approaches, assumptions, and models.
- Understanding of key regulatory standards (APS117 IRRBB, APS210 Liquidity, APS180 Counterparty credit risk.
- Excellent written and inter-personal communication skills, particularly the ability to write and present reports to executive committees that explain complicated Treasury risks and risk management approaches in an efficient and effective manner.
- Ability to effectively manage quantitative analysts and develop them in quantitative techniques, behavioural and valuation modelling and supporting automation activities.
- Experience with QRM, Treasury's strategic ALM solution or understanding of ALM systems and.or SAS would be highly regarded.
- Expert knowledge of Excel would be highly regarded.
- Ability to research and analyse data and take ideas and form into risk management approaches for Treasury.
- Excellent time management skills, with the ability to work to tight deadlines and deal with changing priorities.

**What's in it for you?**

We want you to make an impact. You can be part of a growing and innovative organisation, with the ability to influence the people, culture and practices of Great Southern Bank to keep us at the top of our game.

You will be able to make a bigger difference with us While we might be a bit smaller than the majors, your circle of influence is infinitely greater. You will see the immediate results of your work, be recognised for your achievements, and be provided with the support you need to help balance your career.

We believe that investing in our people is central to upholding our great culture. To help you be at your best, we provide a collaborative, flexible and supportive working environment that helps you balance career, family, health and the things you love doing. We have a variety of employee benefits that you can access from discounted financial and insurance products, a variety of leave options, and benefits and incentives covering, health, wellness and lifestyle options. Read more about these exciting benefits on our careers site
- At Great Southern Bank, we're committed to building a strong, inclusive and diverse workplace, where people feel a sense of belonging, are valued, connected and respected._ _We value diverse backgrounds, cultures, abilities, ideas and experiences; recognising the benefits they bring to our work, our communities and the way we help our customers._ _We support and promote an inclusive culture through flexible ways of working, collaboration, fair and equitably decision making that empowers our people to be at their best every day._
- #LI-Hybrid_