Senior Manager Market Risk
2 weeks ago
- Shape the Future of Market Risk at Kiwibank.
- Auckland or Wellington location
- One of the most comprehensive parental leave benefits available in Aotearoa
This is us. Where you matter.
Are you a financial services professional with a passion for market risk? Kiwibank is on the lookout for a technical expert to play a critical role in our Financial Risk team. As the Senior Market Risk Manager, you'll oversee and monitor trading and non-trading portfolios, refine and maintain policy frameworks, and ensure our market risk exposures align with Kiwibank's strategic objectives and regulatory requirements.
This is us. Where making an impact matters.
You will oversee the daily market risk reporting process, ensuring that Kiwibank's treasury and financial market positions remain compliant with board limits and regulatory requirements. Your expertise will be vital in developing and maintaining market risk models, policies, and reporting frameworks that adhere to internal policies and RBNZ's standards.
You will be responsible for providing expert insights into new products, regulatory developments, discounting, and funding risks. You'll also support transformation projects, leveraging your technical and analytical skills to add value across the board. Collaboration will be central to your success, as you work closely with Treasury and Financial Markets teams to ensure risks are measured accurately and compliance is upheld. Additionally, you'll present detailed risk assessments to senior executives, translating complex technical concepts into clear, actionable insights that can be understood by a diverse range of stakeholders.
This is us. Where your expertise matters.
At Kiwibank, we will help you build on your strengths and learn new skills, but in the meantime, we would love to hear from you if you have some of the following:
- A senior professional known for fostering a supportive and inspirational environment, operating with a growth mindset.
- A qualification in Mathematics, Statistics, Finance, or a related quantitative field.
- Deep expertise in Market Risk, Financial Markets, or Treasury roles.
- Expertise in derivative product pricing, market risk metrics (e.g., value-at-risk, PV01), and valuation methodologies.
- Strong financial modelling and programming skills (Python, R, SQL).
- Expert knowledge of local and global market risk regulatory frameworks, including RBNZ standards.
- The ability to explain technical concepts to non-technical audiences with clarity and confidence.
- Proven collaboration skills to work seamlessly with key stakeholders such as the Treasury and Financial Markets teams.
Apply Now – applications close 12pm 4 April 2025. We will be reviewing resumes throughout the advertising period and may withdraw the ad at any time. For more detailed information on the role, please see the attached Position Description: PD Senior Manager Market Risk.
This is us. Where you and your whānau matter.
For an idea about what life is like at Kiwibank and some of the benefits we offer, make sure to check out the attached video.
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