Manager Modelling & Analytics, Group Treasury

Commonwealth Bank of Australia
AU - sydney
November 12, 2024

Manager Modelling & Analytics, Group Treasury

You are passionate, motivated and display a positive attitude
We are a values-driven and a high performing team
Together we can deliver an exemplary experience for our stakeholders and the Group

Do work that matters
The Chief Investment Office (CIO) within Group Treasury manages the non-traded market risk of the Group, including the interest rate, foreign exchange and credit spread risks associated with the Group's lending and deposit taking business, and investment of the Group's liquid assets and shareholder funds.
See yourself in your team
We are the Portfolio Analytics and Modelling team within CIO providing analytical and modelling support. We also provide model development for the various functions within Group Treasury.
In this role
You will assist in the development of analytical infrastructure to assist CIO meet its strategic priorities, assist with the implementation of the Group's Interest Rate Risk in the Banking Book (IRRBB) modelling framework and work to support the overall trading analytics infrastructure.
You will also facilitate broader interaction with other teams within Treasury (including Treasury Liquidity Management and Group Funding) and the wider Bank.
Other responsibilities also include

Develop Python and VBA tools to implement and support decision-making and risk analysis
Assist in the development, configuration and testing of the IRRBB capital models in QRM, including enhanced market risk factor modelling and implementation of new products
Provide assistance in the investigation of Balance Sheet risk changes and issue management
Contribute to the development and optimisation CIO trading strategies
Implement continuous process improvements and productivity gains
Continually develop relationships with relevant business units across the organisation

We're interested in hearing from people who have

Demonstrable experience in Capital Market risk
Strong Python, VBA, and SQL knowledge and experience
Prior experience with pricing of financial instruments is highly regarded
Strong understanding of financial markets and financial products
Are a critical thinker with an independent thought process
Strong financial modelling skills
Ability to present complex financial concepts to a wider audience
Strong analytical and numeracy skills
Higher tertiary education in a quantitative finance field; Actuarial, Financial Mathematics, Financial Statistics, etc.

Working with us:
We support our people with at least half your time each month connecting in the Sydney office, allowing for flexibility in the remaining time.
We have many other flexible working options available including changing start and finish times. Talk to us about how these arrangements might work for you.
If this sounds like you, !
If you're already part of the Commonwealth Bank Group (including Bankwest, x15ventures), you'll need to apply through Sidekick to submit a valid application. We're keen to support you with the next step in your career.
We're aware of some accessibility issues on this site, particularly for screen reader users. We want to make finding your dream job as easy as possible, so if you require additional support please contact HR Direct on 1800 989 696.
Advertising End Date: 01/11/2024 Job ID REQ221213#

Read the full job description and apply online on the recuiter's web-site

Related Job Postings

Senior Solution Architect

Commonwealth Bank of Australia

AU - Sydney
November 18, 2024

Senior Solution Architect • You are an architect, passionate about achieving great technology outcomes. We are embarking on an engineering transformation program and ready to push the boundaries. Together we can build state-of-the-art solutions to drive seamless experiences for millions of...

Find Jobs Hiring Now Near You!

Get Jobilize Job Search Mobile App Now