Senior Market Risk Manager
We''re looking for a candidate to fill this position in an exciting company in The Finance Sector.
- Management of the Investment Lending market risk framework, policy, exceptions and exposures (>$1bn Loan Book)
- Management of the Approved Securities List (ASL), Models and Loan-to-Value-Ratio (LVR) setting (~900 equities, 1000+ managed funds, & ETOs)
- Responsible for the monitoring, reporting, and analysis of listed equities, managed funds, and exchange traded options.
- Adviser and support to the Product Owner/Tribe Lead on Market Risk topics (issues, BU impacts etc.)
- Proactively identify, support and drive opportunities for continuous improvement
Tertiary qualification in either Economics/Finance/Business/Quantitative discipline.
CFA Level 3 (or equivalent) with at least 2 years in a market risk related role
Sound understanding of Microsoft Excel and a reasonable understanding of VBA and SQL
Sound understanding of equity risk management, policy/frameworks, and quantitative modelling
Strong communication, presentation, and numerical skills
Strong research, analysis, problem solving and decision making skills
Sound understanding of equities, derivatives, and the managed funds industry
Strong management, organisational skills and the ability to deliver on projects