Treasury & Chief Investment Office – Associate

Treasury and Chief Investment Office is responsible for delivering the firm’s strategic priorities across liquidity management as well as management of structural interest rate and foreign exchange risks. In addition, it manages the wholesale funding and capital raising activities for the firm, as well as the daily cash position. The group oversees the funds transfer pricing policies, and works closely with the various lines of business in establishing the principles of how funds are valued across the firm.

As an Associate based in Sydney, you will be responsible to execute liquidity funding trades as part of liquidity risk management activities and management of securities for regulatory and investment books. This includes booking of trades necessary, production of various reporting, liaising with back and middle office teams regarding the cash position and assisting in other operational issues. You will also assist in providing periodical market update and ad hoc reports as necessary to participate and support senior managers’ decision making in portfolio management.

Job Responsibilities

• Daily funding and liquidity risk management for Sydney and New Zealand branches and related entities, including local currency, USD and other active currency nostros
• Purchase of Government/Corporate securities, for settlement and regulatory compliance
• Manage positions for Funding and Liquidity and Structural Interest Rate Risk in Banking Book within assigned limits to ensure compliance with both Regulatory and Internal requirements
• Execute funding trades such as money market, repo/reverse repo and FX with both internal and external counterparty. Daily pricing and submission of transfer pricing rates for Loans and Deposits
• Prepare and/or review of other liquidity related reporting, including liquidity coverage ratio, liquidity limits and indicators, collateral report, stress test, daily market commentary, ALCO material etc.
• Participate in front-office projects such as balance sheet analysis, ad hoc queries as necessary and daily P&L estimation and reporting
• Collaborate with internal functions including Funds Transfer Pricing & Liquidity Management Team, Liquidity Risk Oversight, Middle Office, Risk, Finance and Business Management team

Required qualifications, capabilities and skills

• Bachelor’s degree in Accounting, Finance or other related disciplines
• Minimum of 4 years of work experience in Treasury funding, liquidity and balance sheet management
• Attention to detail and good control mindset
• Good team worker, effective interpersonal and communication skills
• Self-directed, highly motivated and able to work independently
• Good proficiency in Microsoft Excel, Power Point and Bloomberg