Manager Treasury Model Development Manager Treasury Model Development …

Commonwealth Bank
in Sydney, New South Wales, Australia
Permanent, Full time
Be the first to apply
Competitive
Commonwealth Bank
in Sydney, New South Wales, Australia
Permanent, Full time
Be the first to apply
Competitive
Manager Treasury Model Development
  • Great Exposure to financial markets
  • This is a great opportunity to learn more about portfolio analytics and further develop a deep knowledge of market risk
  • Together we can deliver an exemplary experience for our stakeholders and the Group

Do What Matters
CBA is Australia's leading banking institution. Its large balance sheet means extensive scope for improvements in CBA's profitability by providing timely insights and analysis.

You will assist in the design and implementation of the Group's IRRBB framework in QRM and develop analytical infrastructure to assist in trading strategy development for Portfolio Management.

See yourself in our team
The Portfolio Analytics and Modelling team provides analytical and modelling support as well as model development for the various functions within Group Treasury.
A feature of the role is that it offers a great degree of exposures to financial markets activities. Whilst the position will focus on the implementation of the Group's IRRBB framework, your overall responsibilities will be aligned to the wider financial performance of Portfolio Management.

The role also facilitates broader interaction with other teams within Treasury (including Treasury Liquidity Management and Group Funding) and the wider Bank.

On a day to day basis you will
  • Assist in the develop the Group's IRRBB modelling infrastructure in QRM
  • Develop Excel/VBA/Python tools to support in the reporting and analysis of IRRBB
  • Assist in the development and optimization of Portfolio Management trading strategies
  • Detailed analysis of Portfolio Management's risk position and performance using SQL tools and Tableau to enhance insights
  • Implement continuous process improvements and productivity gains
  • Continually develop relationships with relevant business units across the organisation
  • Adhere to CBA's Code of Conduct . The Code of Conduct sets the standards of behaviour, actions and decisions we expect from our people.

We're Interested in hearing from people who have

  • Good understanding of financial markets, financial products and financial modelling skills
  • Advanced analytical and numeracy skills and Independent thought and critical thinking
  • Ability to present complex financial concepts to a wider audience
  • Python and SQL and Advanced Excel skills, with VBA is regarded and experience with QRM highly regarded
  • Prior experience with APS117 and Interest Rate Risk in the Banking Book required
  • Higher tertiary education, with suitable financial management or economics qualifications.

Your Development

The role is a great opportunity to learn more about portfolio analytics and further develop a deep knowledge of market risk and the CBA balance sheet. The successful candidate will be involved in assisting to devise strategies for growing income for the Group and manage the risks associated with the CBA balance sheet. They will have the opportunity to express innovative ideas to the team, covering a vast variety of topics. The candidate will be well positioned to grow into wider roles across Group Treasury and the Group as a whole.

If this sounds like the role for you then we would love to hear from you. Apply today!

If you're already part of the Commonwealth Bank Group (including Bankwest), you'll need to apply through Sidekick to submit a valid application. We're keen to support you with the next step in your career.

Advertising End Date: 28/07/2021
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