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
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