Analyst/senior Analyst

1 week ago


Wellington, Wellington, New Zealand New Zealand Government Full time

Analyst/Senior Analyst, Portfolio Risk Do you want to build expertise in financial risk? Do you want to learn and grow, while contributing to the RBNZ's policy objectives? Do you want to contribute to balance sheet decisions and strategic initiatives? Te tūranga - The role The Portfolio Risk team ensure that financial risks to the RBNZ's balance sheet are identified, measured, monitored and managed in line with the Bank's risk appetite.

The team support balance sheet decisions, develop risk policies and frameworks, and provide independent oversight and assessment of financial risks.

The team also contribute to broader balance sheet initiatives and strategic priorities, ultimately supporting effective management of the RBNZ's balance sheet.


In this role you will:

  • Use your strong quantitative background to build expertise in financial risk, portfolio valuation, financial modelling and scenario analysis.
  • Help manage financial risk on the balance sheet, including market, credit and liquidity risks.
  • Build models, tools and portfolio analytics.
  • Contribute to projects in the broader Financial Markets Department.
  • Provide highquality analysis and advice to decision makers, communicating effectively.

Ō pūkenga - About you You will:

  • Have strong analytical and quantitative skills, including proficiency in Python, R or SQL
  • Be an effective communicator
  • Work well in a team and have a desire to learn
  • Have 3 years relevant experience in risk management, central banking or financial markets to be appointed at a Senior Analyst level


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