Manager Benchmark Transition


Vacancy closed!

Unfortunately this vacancy is no longer open. Please contact a member of staff if you require assistance.

Reference #
Closing Date

Banking & Financial Services

Vacancy Type
Work type
  • Provide energetic stakeholder engagement and analysis within an agile environment
  • Drive the Global Market transformation of a leader in the banking industry
  • Provide support to frontline business and contribute to the development of the Markets Risk community at ANZ

About The Role
Role Location: 242 Pitt Street

Role Type: This is a 12-month fixed term contract opportunity.

Note: The job level may vary dependent on the relevant experience and capabilities of the successful candidate. 


Your role as a Manager Benchmark Transition will assist in determining and implementing changes to the Markets Risk Framework resulting from the impacts of the IBOR transition, covering Traded and Non Traded Market Risk and Counterparty Credit Risk. Your role will assists in facilitating the bridge between the Market Risks function and the Benchmark Transition team and your role will involve detailed analysis of risk & PnL changes resulting from IBOR impacts to discounting and projection curves and will also be responsible for co-ordinating the changes to curves, models, VaR, risk reports and all other Market Risk processes. You will provide an opportunity to broaden knowledge of asset classes and Traded and Non Traded Market Risk as well as Counterparty Credit Risk. Your role will also cover enhancing existing Markets Risk applications and processes to support strategic goals, reviewing business and functional requirements, ensuring data quality and controls are met, and stakeholder engagement. You will also assist the Director, Market Risk, with the transition of exposures, working with Global Markets, Legal, Operations and Technology teams to define and implement processes.

About You

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

  • Extensive experience within the Markets Risk, either Traded or Non Traded. Practical knowledge of Markets Risk concepts including risk measures (linear and non-linear), VaR, curve construction and valuations.
  • Demonstrated ability to independently lead initiatives end to end, detect and diagnose complex and critical issues effectively and efficiently. Have excellent analytical skills and have the ability to conduct detailed analysis requirements/ gaps / and development of solutions to deliver against business requirements
  • Ability to reconcile data from multiple sources and present different metrics for management
  • Excellent verbal and written communication skills and have the ability to evaluate, organise, analyse and communicate relevant facts and concepts
  • Self-directed individual able to “take the initiative” with minimal direction. Ability to work under pressure in response to specific issues
  • Ability to interact with internal and external stakeholders

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, energising 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 You may apply for this role by visiting ANZ Careers and search for reference number AUS112199

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