Job description

Your main responsibilities will include:

• Cash Management - Managing the Cash Accounts with the Reserve Bank of Australia for two entities & foreign currency Nostro balances.
• Liquidity Management - Managing liquidity risk for the bank across multiple balance sheets in line with regulatory obligations, understanding all moving parts pertaining to liquidity ratios and actively managing them.
• Funding – Involvement in the internal discussions supporting the wider team in decision making around the funding plan, working closely with the MSS Sales team on wholesale funding.
• Capital, Market Risk and Credit Limits Management - Ensuring risk exposures are diligently reviewed with the understanding of underlying dynamics of each Markets Treasury transaction and the impact to limits.
• Management of Interest Rate Risk (IRR) – Supporting the team in managing IRR transferred to Markets Treasury through internal transfer pricing processes to optimise revenues subject to market risk, credit risk and capital limits, considering investment opportunities, possible new products and interest rate risk positioning.
• Analytics – Running all monthly and quarterly reports and being able to explain the business broken down to each product / book including net interest income forecasting.
• Stakeholder Management - Working closely with the Assets, Liability and Capital Management team, other Control Functions and Customer Groups across the bank on issues regarding payments and cash management, intraday liquidity and interest rate risk transfer.
• Volcker Rule – To observe Volcker Rule and to fully understand under what circumstances and criteria when to apply the appropriate Volcker reasons to all the relevant positions

To be successful in this role, you will bring:

• Experience and confident understanding of Interest Rate and / or Liquidity Risk.
• Product knowledge of Australian Fixed Income markets and Interest Rate Derivatives.
• Knowledge of APRA regulations related to Capital, Liquidity and Interest Rate Risk in the Banking Book.
• Understanding of treasury operations and balance sheet issues including capital, liquidity, funding, structural interest rate risk, transfer pricing and hedge accounting treatment.
• Strong numerical and analytical skills with exceptional attention to detail.
• Excellent communication skills to deal with a diverse set of stakeholders across complex issues.
• Ability to work independently as well as part of a team, proactive and self-motivated.
• A degree in a relevant discipline with a professional qualification an advantage