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
Required skills
Financial risk modelling, stress testing, scenario analysis, exposure modelling, collateral risk, concentration risk, risk appetite monitoring, Python, SQL, R, SAS
Preferred skills
Treasury, financial markets products (equities/derivatives), analytical programming, senior-level reporting, stakeholder management
Technologies
Python, SQL, R, SAS
Responsibilities
Develop and govern financial risk models; 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 to improve automation and reporting infrastructure; maintain documentation and support policy development.
Seniority
Senior, hands-on IC
