Senior Non-Traded Market Risk Analyst
Bank of Queensland Limited
Brisbane, Queensland, Australia
1d ago
source : JobLeads

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Senior Non-Traded Market Risk Analyst

Tracking Code 8260-496 Job Description

  • Join ASX 100 finance leader!
  • Brisbane based role Gasworks Newstead Office
  • Suits an experienced finance professional with previous banking experience
  • About the Role

    As a Senior Non-Traded Market Risk Analyst you will be responsible for measuring, monitoring and reporting on non-traded market risk, including liquidity and interest rate risk in the banking book, associated with BoQ's activities.

    This role requires an in-depth understanding and analysis of the Bank's positions and limits working alongside our Group Risk, Treasury and Finance functions.

    Your responsibilities in this role will include :

  • The preparation, review and distribution of daily, weekly and monthly liquidity & funding and IRRBB reporting
  • Production of regulatory reporting with respect to liquidity, funding & IRRBB
  • Establishing and continuance improvement of BoQ’s reporting framework in conjunction with the development of policies and procedures on an on-going basis
  • Analysis of key drivers of risk to explain movements in risk and P&L
  • Preparation of monthly reporting for our Chief Risk Office and Asset & Liability Committee
  • Conduct validation checks of BoQ’s liquidity position and the key liquidity ratios and reconciliation to the balance sheet
  • Ongoing maintenance and enhancement of the QRM system, including system configuration, process improvement, process documentation, report building and automation
  • About You

    Having a Non-Traded Market Risk background you will have strong knowledge of financial markets and instruments and their associated market risks and measurement techniques.

    You will be naturally analytical and a critical thinker where you will display a high level of self-initiative which will include the ability to balance and execute multiple projects at once to deliver under tight time constraints.

    With a strong aptitude for detail and a strong commitment to accuracy you will enjoy networking and have the ability to build relationships both internally at BoQ and externally.

    Experience Required

  • Bachelor degree in Engineering, Finance, Mathematics or Economics
  • SQL / VBA / Database knowledge will be highly regarded
  • Strong spreadsheet skills including at least basic macro reading ability
  • Knowledge of financial markets and instruments and their associated market risks and measurement techniques for such risks
  • Excellent analytical and critical thinking skills
  • A high level of self-initiative is required, with the ability to balance and execute multiple projects
  • Sound understanding of Basel III liquidity requirements (LCR / NSFR) and APRA APS210 / APS117 Standards and their impact on the banking industry
  • About Us

    BOQ is passionate about providing opportunities for you to develop your career as we continuously adapt and deliver in a transformational and collaborative environment with a strong focus on community.

    We support a flexible workplace and we are committed to an inclusive and diverse culture where differences are embraced!

    Our Benefits

  • Flexible working arrangements
  • Discounted financial products
  • Salary sacrificing options
  • Paid parental leave
  • Paid volunteer days
  • Purchase annual leave
  • BUPA Corporate Plan
  • Mentoring and leadership programs
  • Employee Assistance Program (EAP)
  • Gym, shopping, technology and travel offers!
  • How to Apply

    To apply for this role please follow the links or apply via our Careers Page .

    The Bank of Queensland is committed to diversity and an inclusive workforce. Aboriginal and Torres Strait Islander People are encouraged to apply.

    If you are successful for a role with the Bank of Queensland, it is a condition of employment that background screening is completed to ensure that the Bank complies with its obligations under the Anti-Money Laundering and Counter Terrorism Financing Act.

    These checks may include, but are not limited to : identity, verification, reference checks, criminal background checks, immigration checks, verification of academic qualifications, bankruptcy checks.

    Job Location Newstead, Queensland, Australia Position Type Full-Time / Regular

  • Bank of Queensland Limited ABN 32 009 656 740, AFSL and ACL No. 244616
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