Address
Form of work- Contract: 2 Year Fixed Term Contract
- Location: Sydney
- WFH: 3 days in office/ week
About the Role:
- Own and deliver the IRRBB Interest Rate Risk Uplift project working through APS117 to submission
- Represent 2nd Line of Defence (LoD) and provide inputs into models - through UAT testing and checking business requirements
- Deliver on a revised approach and end-to-end delivery of the program.
- Create and drive governance framework; preparation of reports to senior management as well as regulatory bodies.
- Ensure APS 117 APRA submissions are accredited
- Tools: SQL, SAS, VBA, R and Python
About You:
- 4+ years of experience within a quantitative function withn financial services - ideally within Market Risk
- Strong working knowledge of APS117 and IRRBB
- Experience with Non-Traded Market RIsk and APS 117 standards
- Must understand Market Risk concepts - VaR, benchmarking, stress testing,
- Ability to convey complex information to non-technical stakeholders
- Strong stakeholder management and communication skills
To be considered, candidates REQUIRE full Australian working rights i.e. Australian citizenship or Permanent Residency.
