Treasury Risk Manager – Australia & NZ

• Full Time
• Sydney

Description

• 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

Qualifications

• 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

Education:

• 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.

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

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