AddressAt ANZ we're applying new ways of working with technology and data can be harnessed as we work towards a common goal: to improve the financial wellbeing and sustainability of our millions of customers.
Banking is evolving, giving our people fascinating new challenges to solve that help them build their skills, while they build the ANZ of the future.
As a Senior Market Risk BA in our Market Risk Technology Team, you’ll play a key role in our mission to deliver regulatory reporting under BASEL III Capital adequacy mandate. This role is responsible for the technical analysis of requirements, designs and solution quality to support engineering activities.
If reinventing the wheel is in your wheelhouse, you've found the right place.
Role Location: 242 Pitt Street, Sydney NSW 2000
Role Type: 12-month Fixed Term Contract, Full time (40 hours per week)
What will your day look like?
As a Systems Business Analyst, you are accountable to:
Lead and oversee the development and mapping of portfolio Market Risk models, frameworks and the systems for the purpose of delivering FRTB SMA & IMA reporting for Market Risk Managers.
Develop and maintain a robust reporting framework that adheres to Basel III capital adequacy mandate.
Collaborate using agile ways of working with project stakeholders.
Responsible for business analysis activities and working with the Engineering team to breakdown complex business requirements into workable Epics and Tasks.
Conduct appropriate analysis and implementation activities to support the achievement of project or business outcomes such as testing, process mapping and change transition.
Elicit, document and manage the requirements throughout the end-to-end project or program delivery
What will you bring?
Extensive working experience in Market Risk regulatory reporting framework.
Strong Market Risk Reporting skills and in-depth knowledge of Market Risk Sensitivities, VaR, FRTB SMA & IMA calculation models and other Market Risk regulatory reporting framework.
In-depth knowledge in multiple asset classes like FX & Money market, Interest Rate derivatives, Commodities and Credit.
Experience in working with VBA scripts, Python and knowledge of MS SQL database is desired.
Your Career at ANZ
There’s something special about being part of ANZ. From the moment you join us, you’re part of a team working towards a common goal: improving the financial wellbeing and sustainability of our millions of customers.
But it’s not just our customers who’ll feel your impact. You’ll feel it too. Because at ANZ, you’ll have the resources and community you need to take the next big step in your career, towards even bigger things in the future.
We offer a range of benefits tailored to the countries in which we operate including Health and Wellbeing programs and flexible working arrangements.
You’ll also enjoy working in a diverse and inclusive workplace where the different backgrounds, perspectives and life experiences of our people are celebrated. We encourage you to talk to us about any adjustments you may require to our recruitment process or the role itself. If you are a candidate with a disability, let us know how we can provide you with additional support.
To find out more about working at ANZ or to view other opportunities visit www.careers.anz.com. You may apply for this role by visiting ANZ Careers and searching for reference number 61374
Job Posting End date: 11 April 2024
