Treasury Risk Manager – Australia & NZ

  • Full Time
  • Sydney


  • Full Time
  • Sydney


  • Treasury Risk Management oversight for all balance sheet risks covering ICG and GCB portfolios in Australia & New Zealand as well as involvement in other regional risk initiatives
  • Second line oversight of Liquidity risk, Interest Rate Risk, Investments Risk and Capital Risk management of all legal vehicles
  • Active involvement in the new product approval and model validation process; participation in New Product Approval Committee, as required
  • Review and approve an appropriate treasury risk limit framework for risk-taking units and monitor compliance with established Treasury Risk Appetite framework and / or applicable local regulatory requirements
  • Overseeing and ensuring the integrity of the risk monitoring process
  • Participation in Country ALCO and other applicable governance forums to provide second line independent review and challenge of treasury risk matters
  • Frequent interaction with Finance Division in relation to price verification, pricing and market value adjustments, as well as regulatory reports
  • Interacting with regulators, auditors and other market professionals on treasury risk management related matters
  • Ensure proper implementation of all IRR and liquidity risk related policies, both corporate and regulatory
  • Propose parameters and implement comprehensive stress testing scenarios at business or legal vehicle level
  • Review and analyse all exposures and prepare reports for senior management, local Risk Governance Committee and ALCO


  • Bachelor’s degree in quantitative or financial discipline. Postgraduate degree is preferred. Additional professional qualifications, such as CFA will be an advantage
  • Highly experienced in Market Risk and/or Treasury
  • Sound judgment on risk and strong environmental awareness
  • Good interpersonal and communication skills, as the role requires interaction with senior management and various constituents across business and support functions
  • Ability to multitask to tight deadlines
  • Good attention to details and strong analytical skills
  • Ability to identify issues, take initiative and operate with limited supervision
  • Ability to work well as part of a team, and deliver a common objective with cross function team sets


  • Bachelor’s/University degree, Master’s degree preferred

This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.


Grade: All Job Level – All Job FunctionsAll Job Level – All Job Functions – AU


Time Type :


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