Senior Market Risk Analyst

3 weeks ago


Auckland City, New Zealand ASB Bank Full time

**Senior Market Risk Analyst**

***:

- At the heart of ASB is us, working together. Our Values of Caring, Passion, Integrity, United, and Courage are the characteristics that best describe who we are and what we stand for. We are consistently recognised as one of NZ's top employers of choice with a highly engaged, diverse and talented workforce._

**Mo te tūranga** | **About the Role**:
**Senior Market Risk Analyst**

Due to an internal promotion, we have an exciting opportunity for a Senior Market Risk Analyst to join our Business and Corporate Banking Risk team on a permanent basis.

This is a key and essential role to the bank, delivering Line 1 Market Risk Management and oversight to the business.

You will be responsible for the generation of Market Risk reports and work closely with Global Markets traders on their positions. You will use your mathematical skills in the maintenance and development of Market Risk and Pricing methodology, including interest rate curve construction and sensitivity.

The role also requires performing the critical daily market data import and analysis for use by key stakeholders in our Trading, Sales, Line 2 Market Risk, and Finance teams.

You will need to resolve time critical issues in daily reporting and develop improvements where opportunities are identified.

Your day-to-day responsibilities will include the following:

- Ensuring Market Risk for Global markets is accurately measured and within Risk Appetite.
- Market Data has been imported correctly for use by other key stakeholders
- Identify and deliver enhancements that can be made to the reporting and data processes
- Participate in wider Bank projects and initiatives with strong stakeholder engagement

**Mōu |About you**:
**We are looking for someone who will bring the following**
- Advanced SQL programming and VBA skills
- Mathematical skills in Statistics, Probability, and Linear Algebra
- An interest in Global Markets and Financial Derivatives
- An understanding of Market Risk measures and how they fit into the wider Risk Management framework
- Ability to communicate with and manage a range of stakeholders
- Strong time management and prioritisation skills
- Attention to detail and ability to take ownership of tasks

**Te mahi ki ASB | Working for ASB**

In return, you will work for an organisation that places huge importance and focus on its people, where the sky is the limit for development and career opportunities. ASB is committed to fostering a culture where people are engaged, passionate and valued - living our values every day is integral to achieving our purpose.

In our diverse and accepting environment, our people grow their agile mind-set, learn, evolve and utilise their skills, while being empowered to make decisions.

We offer flexible and supportive work environment; we help people grow and celebrate together. Be a part of the growth story that is ASB.

**Me pēhea te tono | How to apply?**
- If this role sounds like it might be the one for you then please click "apply"we'd love to hear from you_

**Applications close Tuesday 6**th** February 2024 at 11.00 pm.**

**Job Details**:

- Reference #
ED155938- Posted on
23 Jan 2024- Closes on
06 Feb 2024 23:00- Location(s)
North Wharf- Company
ASB Bank- Expertise
Market Risk- Work type(s)
Full Time


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