Manager, Markets Risk Analytics

• Provide energetic stakeholder engagement and analysis within an agile environment
• Drive the digital transformation of a leader in the banking industry
• Join an organisation that prides itself on diversity of people and thought 

About The Role

Role Location: Melbourne, VIC

Role Type: 12 month Fixed-Term, Full Time

This role is required to work from an ANZ workplace. Under the Victorian Government’s COVID-19 Mandatory Vaccination (Workers) Directions, the successful candidate will need to provide evidence that they have received two doses of an approved COVID-19 vaccine by 26 November 2021, or have a medical exemption evidenced by an authorised medical practitioner, in order to be appointed to the role.

This is a 12month fixed-term role to ensure that market risk measurements and controls (includes VaR, sensitivities, losses, market value) are accurate and integral; support market risk product managers and regulatory reporting; perform ad-hoc analysis of market risks and regulations; lead business analysis to design and deliver risk infrastructure changes.

Your key accountabilities will include but are not limited to: Avoiding surprise losses by providing accurate information for oversight and management of risk and capital.  Includes exposure measurements, breaches, excesses and analytics; Prepare regulatory reports for stakeholders including APS 116, APS 117 and NFA risk reporting; Deliver accurate, complete, timely responses to requests for ad-hoc measurement and analysis; All initiatives are undertaken in accordance with established risk and compliance principles and policies.

About You

To grow and be successful in this role, you will ideally bring the following:

• Strong Banking experience including Markets Risk experience
• Advanced understanding of financial products, risk analytics, VBA and SQL.
• Demonstrated management and supervisory skills, and the ability to collaborate on tasks.
• Strong understanding of Technology MIS components and data management
• Highly developed analytical skills and great self-motivation.
• Post Graduate qualification (Masters or PhD) in a quantitative discipline preferred (Finance, Science or Engineering)

About ANZ

At ANZ, everything we do boils down to ‘why’ – our purpose – to shape a world where people and communities thrive. We're just as focused on seeing our people thrive as well as our customers. We'll give you every opportunity to develop your career.

We are responding faster to changing customer requirements, focusing on the things that matter the most, energizing our people, eliminating waste and reducing bureaucracy.

A happy workplace is a thriving one. So in order to attract and keep the best talent, and say thanks for the hard work, we make sure all our employees are rewarded.

ANZ recognises the value of an inclusive and diverse work environment. We take pride in the diversity of our people and encourage applications from diverse candidates. Our recruitment decisions are based on the key inherent needs and requirements of each role, and candidates are selected based on their unique strengths and characteristics.

We work flexibly at ANZ. Talk to us and let us know how this role can be flexible for you.

To find out more about working at ANZ or to view other opportunities visit www.anz.com/careers. You may apply for this role by visiting ANZ Careers and search for reference number Taleo Job Code (AUS143735).