CAIA's Career Center is an easy-to-use, comprehensive resource connecting job seekers with employers in the growing AI field. Use your knowledge and credibility to advance your career or build a talented team for your organization. Opportunities targeted to CAIA Charterholders are prioritized.
In order to search for jobs specifically for CAIA Charterholders or those pursuing the CAIA Charter please enter “CAIA” in the search panel.
This will enable you to search for CAIA specific roles globally.
Suits an experienced Market Risk Analyst with a driven analytical mindset
About Us: Join one of Australia's top 100 listed companies where our vision is to create Australia's Most Loved Bank! BOQ is passionate about providing opportunities for you to develop your career as we continuously adapt and deliver in a transformational and competitive environment. We support a flexible workplace and have a collaborative team environment. You will be part of our Group Risk team and measure and report on the Bank's traded market risk, including daily production and reporting of market risk against limits (Interest Rates, Credit and FX).
About the role: We are currently seeking an experienced Market Risk Analyst to support the Manager Market Risk in monthly reporting including regulatory return preparation, Asset and Liability Committee report, Chief Risk Officer reporting and valuation review (price testing). Your responsibilities are as follows:
Measure and monitor market risk exposures against approved policy, risk appetite, limits and triggers on a daily basis.
Source and/or validate market rates and valuations of positions on the trading and banking books
Validation of the trading position and key ratios of the bank. Production of daily credit exposure reporting in respect of Treasury products.
Understanding of relevant regulatory standards related to market risk (Traded Market Risk, Securitisation, Capital: Credit) and ability to apply requirements across area of coverage.
Production of the monthly Asset and Liability Committee (ALCO) reporting pack and co-ordination across Treasury, Finance, Operations and other relevant departments for completion of their components.
Production of monthly Chief Risk Officer (CRO) reporting relevant to area of responsibility.
Production of monthly regulatory reporting returns relevant to the area of responsibility.
Conduct of periodic component tests and annual end to end tests
About you: To be successful in this role you will demonstrate the following skills:
Strong spreadsheet skills including at least basic macro reading ability.
Excellent analytical and critical thinking skills, as well as a high level of self-initiative required, including an ability to balance and execute in multiple projects at once and deliver results under tight time constraints
Sound understanding of regulatory requirements with respect to APS116 Market Risk in the Banking Book, APS120 Securitisation and APS112 Capital Adequacy: Standardised Approach to Credit Risk and their impact on the banking industry.
Knowledge of financial markets and instruments and their associated market risks and measurement techniques for such risks.
About our Benefits:
Discounted financial products
Purchase annual leave
BUPA Corporate Plan
Salary sacrificing options
Mentoring and leadership programs
Employee Assistance Program (EAP) - MyCoach for Individuals and People Leaders
Paid parental leave
Paid volunteer days
Gym discounts and much more!
Internal Number: 6237018
About Bank of Queensland
eFinancialCareers is a career site specializing in financial services.