Manager Risk Analytics and Reporting
Your role This role is to provide support to key stakeholders, such as Market Risk and Global Markets, to develop a deeper understanding of risk exposures. You will do this by developing and managing systems, databases and tools that support insightful analytics, and will communicate risk exposures to key stakeholders that include senior management, regulators such as APRA and various Committees.
Your responsibilities You will assist with the management of databases and develop the operating framework that delivers accurate, reliable and timely analytics and reporting. This will include analytical tools such as Tableau that enable you and your team to provide insightful analytics and report on key risk exposures.
- To achieve these outcomes, utilise your ability to analyse data and communicate your finding clearly to your manager and your team. You will also be responsible for the following:
- Develop and manage the analytical and reporting framework, which facilitates a clear understanding of market risks specific and report the key risk exposures and their drivers in an insightful, concise and timely manner.
- Provide support to key stakeholders.
- Manage and enhance the operational framework that supports the production of accurate and timely daily and periodic market risk exposure reports including VaR, Stress Testing and risk sensitivities.
- Manage the production of market risk exposure reporting including detailed analysis and clear and concise explanation of market risk exposures.
- Manage the team's system IT requirements and develop automation of analytical tools using program languages (i.e. Python, SQL, VBA) that aid the analysis and understanding of market risk exposures.
- Assist with the development of new systems and reports that support accurate and insightful reporting.
- Manage limits in the Bank's database including the management of limit conflicts, and escalate appropriately on the most appropriate action for managing conflicts to minimise operational risk exposures.
- Develop and manage processes and tools that support insightful analytics.
- Improve the production of risk analysis and reporting with automated solutions.
The successful applicant will possess the following key skills and attributes; - Strong technical proficiency with data analysis tools such as Python, VBA, SQL.
- Strong technology background with experience of designing, prototyping and implementing analytical tools, such as decision support tools, and risk management solutions.
- Good understanding of globally traded products and their price and risk drivers, such as but not limited to: interest rate, fixed income, equity, and commodity products and their derivatives.
- Manage reporting, analysing and explaining traded market risk exposures across all product groups within the organisation including VaR and stress testing.
- Develop and manage the analytical framework to enable clear understanding of market risks including automating processes and introducing new technologies to improve productivity.
- Investigate and analyse current drivers of risk exposures and provides commentary to management in an insightful, concise and timely manner.
- Minimum 3 years' experience in a market risk function, quantitative analysist, operations manager or portfolio manager.
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: 23/04/2021
