Senior Manager - Market Risk Capital

See yourself in our team

Group Treasury contributes broadly to the strategic planning and the management of CBA group-wide balance sheet activities.

The Business Partnering & Structural Risk team is responsible for monitoring and reporting CBA's structural balance sheet risk, CBA's transfer pricing framework and acting as partner between CBA's business units and Group Treasury.

Your impact & contribution will be to:

• Support senior management (Treasurer, Deputy Treasurer, CFO and Group ALCO) decision making with insights into CBA's structural balance sheet risks.
• Support Treasury and business units with analysis to manage balance sheet structural risk as well as market risk capital requirements.

The position reports to the Head of Market Risk and Capital Analytics.

Do work that matters

The role includes, but is not limited, to the following:

• Monitor, model and report structural risks in CBA's balance sheet
• Develop forecasting and stress test tools for structural and market risk related capital requirements
• Actively participates in APRA and internal stress testing exercises
• Report insights to senior management (Treasurer, Deputy Treasurer, CFO and Group ALCO)
• Support the broader Business Partnering team with analysis on a variety of topics including balance sheet, net interest income, transfer pricing, APS 117 and capital
• Adhere to the Code of Conduct. The Code of Conduct sets the standards of behaviour, actions and decisions we expect from our people

We're interested in hearing from people who have

• Strong analytical and numeracy skills (required).
• Interest in financial markets (required).
• Experience with financial market products (Money Market, FX, Interest Rate derivatives, etc.) (advantageous).
• Experience with programming languages (VBA, Python, R) (advantageous).
• The ability to work independently and as part of a team (required).
• Risk Mindset - All Comm Bank employees are expected to proactively identify and understand, openly discuss and act on current and future risks.

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.

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Advertising End Date: 28/09/2024

Job ID REQ219569