Analyst, Market Risk Reporting, Systems, Data & Controls

Sydney

Responsibilities:

• Assist in the production of Value-at-Risk (VaR) and Stress testing reporting
• Production and analysis of Back-test reporting for market risk and Initial Margin
• Perform the daily reconciliation process to ensure data integrity of the VaR engine, structural risk reporting and credit systems
• Ensure adherence to the traded market risk prudential standards, calculation and reporting of regulatory capital (APS 116), ASX and Pillar 3 reporting

Requirements:

• Excellent tertiary qualifications in Financial or otherwise relevant domain i.e. Commerce, Economics, Finance etc.
• At least 2 years' experience in a financial risk environment (desirable)
• Knowledge of financial markets, Market Risk and related systems and infrastructure
• Strong business and data analysis skills
• Technical proficiencies in; Excel, VBA and SQL (highly regarded)

For more information about this position please contact Olivia on 0409 356 856 or simply click APPLY.

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