Market and Liquidity Risk Manager (8 Month Secondment)
Core
Support financial risk modelling, capital, analytics, and oversight for market and liquidity risk profiles, including stress testing and scenario analysis.
Role type
Senior IC market and liquidity risk manager
Builds
Risk measurement frameworks, stress testing outputs, and risk reporting for CommSec products
Domain
Financial services / Market and Liquidity Risk
Deliverable
production ML models | dashboards & analysis
Required skills
Financial risk modelling, stress testing, scenario analysis, exposure modelling, collateral risk, concentration risk, risk appetite monitoring, Python, SQL, R, SAS, quantitative analysis, financial markets products (equities, derivatives), senior-level reporting, model governance
Preferred skills
Treasury experience, data lineage, automation, policy development, stakeholder management
Technologies
Python, SQL, R, SAS
Responsibilities
Develop and govern financial risk models; enhance exposure measurement; monitor key risk indicators and limits; undertake stress testing and scenario analysis; validate model assumptions and data quality; translate modelling outcomes into insights for stakeholders; partner with Technology and Data teams; maintain documentation and support policy development.
Seniority
Senior, hands-on IC