Manager, Analytics

6 months ago


Auckland City, New Zealand BNZ Full time

**Ko mātou tēnei | This is Us**

Here at BNZ, it's about more than just banking. We work together in an agile, energising environment to create innovative solutions though our promise 'If you can imagine a better future, let's find a way'. We have a strong focus on career development and progression, as well as a range of great benefits, including banking discounts, life insurance and generous parental leave. And did we mention you get six weeks annual leave?

**Mō te Tūranga | About the Role**

This role sits within Treasury Team, who undertake the central role of Funding, Capital Management, Interest Rate Risk Management in the Banking Book, Liquidity Management, and Transfer Pricing.

You'll play a pivotal role in supporting interest rate risk hedging activity to meeting regulatory reporting requirements for Interest Rate Risk in the Banking Book (IRRBB). You'll be meticulous with maintenance of the IRRBB risk management system and running internal controls to ensure end-to-end data integrity, we keep the bank safe, preserve BNZ's reputation, and guarantee compliance with model risk policy.

**What are the key day to day tasks the person in this role will complete?**
- IRRBB reporting and compliance with APRA/ RBNZ regulatory requirements.
- Operational reporting on interest rate risk positions to support hedging activity, risk oversight and governance.
- Prepare analytics and attribution analysis on movements in risk position.
- You'll deal with a range of stakeholders across the business, including BNZ Finance Team, Group Treasury, Balance Sheet and Liquidity Risk, and Model Validation teams to ensure the integrity of data inputs, accurate modelling and reporting, and compliance with model risk policy.
- Look for opportunities for process improvement and controls uplift to support best practice in risk management.
- Support and assist with IRRBB projects from a testing, analytics and reporting perspective.
- Participating in relevant risk and system forums as required for IRRBB reporting.

**What is the most exciting thing about this role?**

This role offers you the opportunity to engage with a broad range of stakeholders, not only within the Finance Team, but across the wider BNZ. You'll have exposure to different business units across the Bank, so you'll enjoy building and managing relationships with internal stakeholders.

**What attributes will this person display in order to be successful in this role?**
- Strong financial analysis and modelling skills, with a minimum of 5 years' experience in banking or financial services.
- Exposure to Treasury and/ or Markets functions would be advantageous.
- Sound knowledge of regulatory banking standards and industry best practice.
- Strong communication skills and a proven track record of engaging with stakeholders all levels of the business and reporting findings.
- Proficiency in SQL data management and Excel

**What is the team culture and environment like?**

One of the highlights of working for BNZ is the culture We have an amazing culture within our Treasury Team, as well as the wider Finance Team. We're hardworking, but also very supportive and you'll find that we go out of our way to help each other.

Not only is this a great team and environment for you to learn and develop your skills further, but we do also foster a friendly culture.

**Nau Mai ki te Pēke o Aotearoa | Come to the Bank of New Zealand**

Applications for this vacancy close end of day, Tuesday 28th of May.


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