Market Risk Oversight Specialist - Barangaroo, Australia - Morgan McKinley
Description
Contract: 2 Year Fixed Term Contract- Location: Sydney
- WFH: 3 days in office/ week
About the Role:
- Own and deliver the IRRBB Interest Rate Risk Uplift project working through APS117 to submission
- Represent 2nd Line of Defence (LoD) and provide inputs into models through UAT testing and checking business requirements
- Deliver on a revised approach and endtoend delivery of the program.
- Create and drive governance framework; preparation of reports to senior management as well as regulatory bodies.
- Ensure APS 117 APRA submissions are accredited
- Tools: SQL, SAS, VBA, R and Python
About You:
- 4+ years of experience within a quantitative function withn financial services ideally within market risk
- Strong working knowledge of APS117 and IRRBB
- Experience with Non-Traded Market RIsk and APS 117 standards
- Must understand market risk concepts
- VaR, benchmarking, stress testing,
- Ability to convey complex information to nontechnical stakeholders
- Strong stakeholder management and communication skills
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