Manager, Market and Liquidity Risk
Core
Support financial risk modelling, capital, analytics, and oversight for market and liquidity risk, strengthening measurement frameworks, stress testing, and model governance.
Role type
Manager, Market and Liquidity Risk
Builds
Risk measurement frameworks, stress testing models, scenario analysis, and risk reporting for CommSec products.
Domain
Financial services, market risk, liquidity risk, collateral adequacy, concentration risk.
Deliverable
production ML models
Required skills
financial risk modelling, stress testing, scenario analysis, risk appetite monitoring, model governance, exposure modelling, collateral risk analysis, concentration risk analysis, liquidity-risk measurement, senior-level reporting
Preferred skills
Python, SQL, R, SAS, equities and equity derivatives knowledge
Technologies
Python, SQL, R, SAS
Responsibilities
develop and govern financial risk models, enhance exposure measurement for market movements and liquidity demands, monitor key risk indicators and limits, undertake stress testing and scenario analysis, review and validate model assumptions and data quality, partner with Technology and Data teams to improve automation and reporting infrastructure
Seniority
Manager, hands-on IC with stakeholder engagement
