Senior Analyst, Market and Liquidity Risk (Bank)

Apply now Job no: 612982
Work type: Permanent Full Time
Location: Sydney
Categories: Banking Specialisations, Risk & Compliance

Senior Analyst, Market and Liquidity Risk  (Bank)

About the role

The role is responsible for conducting the Bank’s capital stress testing and liquidity stress testing program, providing second line oversight to Group Treasury’s activities that impact the Bank’s capital and the Group’s liquidity.

The key focus is on regulatory requirements for capital and liquidity stress testing, but there is an expectation that the enterprise risk framework in relation to Group Treasury will be strengthened through the role.

To achieve this purpose, the Manager Stress Testing will ensure the Bank’s ICAAP stress testing program is delivered in line with regulatory expectations and capture key insights that can be used to enhance the recovery plan and contingency funding plan.

In addition, it is expected that liquidity stress testing will be designed and implemented, creating insights for Group Treasury and enabling a comprehensive structure of early warning indicators.

In addition to the capital and liquidity stress testing programs of work, the Manager Stress Testing will be required to monitor Group Treasury limits on a regular basis and review and test controls of Treasury reporting, providing a significant uplift to the ERM framework.

More specifically some of the responsibilities will include but not limited to: 

  • Running and tabling capital stress scenarios and results as required by the Bank ICAAP
  • Update ICAAP reports, summary statements, procedures, contingent funding and recovery plans
  • Designing and developing enhanced liquidity stress test reporting
  • Performing second line assurance across the first line risk and control self-assessment program for LCR and NSFR reporting as well as reviewing LCR and NSFR model assumptions and calculations
  • Work closely with internal and external audit teams to remediate any gaps to best practice across ICAAP, LCR and NSFR

What we look for in you:

  • Solid understanding of the Australian banking industry, especially in the treasury space
  • Excellent analytical and system skills, including the ability to develop models 
  • Knowledge of and experience with risk management in the financial industry, from a ‘second line of defence’ perspective
  • Excellent communication skills with the ability in manage and prioritise your work and deliver quality outcomes.

Your success will be measured in your innovative problems solving ability, your collaborative and consulting stakeholder relationships and above all your drive to learn and grown in your role.

Inclusion and diversity

AMP welcomes people with all kinds of life and work experiences. Our individual differences – and collective strength – make for great employee, customer and business outcomes.

 

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AMP does not accept unsolicited resumes from recruitment agencies and search firms. Please do not email or send unsolicited resumes to any AMP employee, location or address. AMP is not responsible for any fees related to unsolicited resumes.

Advertised: AUS Eastern Standard Time
Applications close: AUS Eastern Standard Time

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