Hybrid Lead Market Risk – Automated Insights Enablement

Posted 3 months ago

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About the role

  • Leading operation of Market Risk reporting capabilities and team development at CommBank. Focusing on innovative solutions and insights for regulatory obligations across Finance, Risk, and Front Office.

Responsibilities

  • Lead operation of existing reporting capabilities related to APS116 and APS117
  • Develop and improve new reporting capabilities between Finance, Risk and Front Office
  • Grow team’s knowledge in the Market Risk domain
  • Develop technical capabilities in Tableau, Python and AWS services
  • Maintain high quality of existing APS116 and APS117 reporting
  • Facilitate market risk change and fulfilling regulator requests for information
  • Strengthen and modernise Risk capabilities through improved automation, digitisation, AI adoption and uplifting control environment

Requirements

  • Strong experience in Financial Markets within Risk Management
  • Prior experience within traded market risk, non-traded market risk, financial control, and/or product control
  • Experience in understanding control design and assessment
  • Deep understanding of APRA’s Prudential Standard APS116 Capital Adequacy: Market Risk OR APRA’s Prudential Standard APS117 Capital Adequacy: Interest Rate Risk in the Banking Book
  • Detailed understanding of complex financial instruments and the measurement of risk in relation to these instruments
  • Detailed understanding of market risk measurement principles and techniques
  • Experience in delivering risk reporting and analytics
  • Knowledge of regulatory and accounting frameworks and the end-to-end use of models through to calculations of risk measures such as provisions and capital
  • Knowledge and understanding of IT systems, software tools and data visualisation / reporting tools
  • Project and change management skills
  • Ability to advise and direct transformational and governance activities
  • Previous experience using Murex is desirable
  • Previous experience using Tableau or similar BI tools is desirable

Benefits

  • Flexible working options including changing start and finish times
  • Professional development opportunities

Job title

Lead Market Risk – Automated Insights Enablement

Job type

Experience level

Senior

Salary

Not specified

Degree requirement

Bachelor's Degree

Tech skills

Location requirements

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