Senior Analyst, Market Risk Reporting

at  Robert Walters

This role is responsible for all of the traded market risk reporting for a big 4 domestic bank.

KEY REQUIREMENTS:

• 3+ years experience in financial markets risk reporting.
• Strong knowledge of financial markets and market risk.
• Prior experience in data quality management, combined with maintaining and developing systems.
• Strong excel skills (ideally VBA or SQL) are ideal.
  Aboriginal and Torres Strait Islander Peoples are encouraged to apply.
  To apply please click apply or call Ali Heffernan on 02 8289 3193 for a confidential discussion.
  This role is responsible for all of the traded market risk reporting for a big 4 domestic bank

• Conduct analysis on reported outcomes and procedural challenges as directed by the Senior Manager of the team.
• Assist in generating regulatory reports for both ARF116 and ARF180, as well as related credit risk reporting tasks.
• Manage data, including reviewing reported outcomes encompassing ARF 116, ARF 180, Pillar 3, and ASX returns.
• Ensure compliance with regulatory requirements and adherence to market risk prudential standards (AS 116 and APS 180), ASX, and Pillar 3 reporting.
• Handle incidents and new portfolio requests by examining and investigating error logs from the market risk system.