Portfolio Analytics Analyst/Manager Portfolio Analytics Analyst/Manager …

Commonwealth Bank
in Sydney, New South Wales, Australia
Permanent, Full time
Be the first to apply
Commonwealth Bank
in Sydney, New South Wales, Australia
Permanent, Full time
Be the first to apply
Portfolio Analytics Analyst/Manager
At CommBank we are proud to support flexibility, let's discuss what this means for you"

See yourself in our team
  • The Portfolio Management team within Group Treasury manages the non-traded market risk of the Group, including the interest rate, foreign exchange and credit spread risks associated with the Group's lending and deposit taking business, and investment of the Group's liquid assets and shareholder funds.
  • The Portfolio Analytics team specifically provides analytical and modelling support for the Portfolio Managers in Portfolio Management. It also provide timely and relevant Balance Sheet and Market risk analytics to senior staff in Group Treasury and to senior Executive committees including ALCO.
  • A feature of the role is that it offers a great degree of exposures to financial markets activities and your overall responsibilities will be aligned to the wider financial performance of Portfolio Management.

Do work that matters
  • Interpret and illustrate large amounts of data to support decision making, drive business outcomes and financial performance.
  • Support business level projects to enhance the team's performance, championing productivity initiatives and activities supporting continuous improvement.
  • Help develop and deliver reliable, accurate and robust pricing tools/models.
  • Strong understanding of the external global financial markets environment in order to implement effective risk management strategies.
  • Accurately document changes to existing models/products and the methodology/implementation of new models/products.
  • Implement continuous process improvements and productivity gains
  • Continually develop relationships with relevant business units across the organisation

We're interested in hearing from people who

  • Exposure to the global financial markets, treasury functions, or a banking regulatory environment (especially APS117 or CPS226).
  • High degree of mathematical proficiency.
  • Strategic thinker and innovator.
  • Strong financial acumen with the ability to understand and interpret balance sheet activity, derivatives pricing and risk management principles.
  • Strong communication (written and verbal) and business partnering skills.
  • Proven track record in project management, working with stakeholders, driving outcomes and meeting tight deadlines and budget.
  • Excel skills, with an understanding of VBA desirable
  • Python, SQL and Tableau skills highly regarded
Risk Mindset - All CommBank employees are expected to proactively identify and understand, openly discuss and act on current and future risks.

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: 25/06/2021
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