Analyst Portfolio Analytics
Full job description
You are passionate, motivated and display a positive attitude
We are a values-driven and a high performing team
Together we can deliver an exemplary experience for our stakeholders and the Group
Do work that matters
The Chief Investment Office (CIO) within Group Treasury manages the non-traded market risk of the Group, including the interest rate, foreign exchange and credit spread risks associated with the Group's lending and deposit taking business, and investment of the Group's liquid assets and shareholder funds.
See yourself in your team
We are the Portfolio Analytics and Modelling team within CIO providing analytical and modelling support. We also provide model development for the various functions within Group Treasury.
I n this role
You will be producing independent risk and performance analysis of Portfolio Management’s market positioning. You will contribution to Portfolio Management’s revenue by working with the portfolio managers to develop, execute and optimise market strategies.
You will design an analytical infrastructure to suppor t financial tool and model development for the whole of Group Treasury.
Other responsibilities also include
Produce profit and loss estimates for portfolio managers and reconcile with Group Treasury Finance, both mark-to-market and accrual
Interpret and illustrate large amounts of data to support decision making drive business outcomes and financial performance
Produce and explain risk reports and balance sheet movements for portfolio managers
Support projects to enhance the team’s performance, championing productivity initiatives and activities supporting continuous improvement
Help develop and deliver reliable, accurate and robust pricing tools/models
Develop a strong understanding of the external global financial markets environment to implement effective risk management strategies
Implement continuous process improvements and productivity gains
Continually develop relationships with relevant business units across the organisation
We’re interested in hearing from people who have
Demonstrable Python, VBA, and /or SQL knowledge and experience
Prior experience with pricing of financial instruments is highly regarded
Strong understanding of financial markets and financial products
Strong financial acumen with the ability to understand and interpret balance sheet activity, derivatives pricing and risk management principles
Are a critical thinker with an independent thought process
Exposure to the global financial markets, treasury functions, or a banking regulatory environment highly regarded
Strong written and verbal communication with business partnering skills
Strong analytical and numeracy skills
Higher tertiary education, with suitable maths, economics or financial management qualifications
Apply Now
You are passionate, motivated and display a positive attitude
We are a values-driven and a high performing team
Together we can deliver an exemplary experience for our stakeholders and the Group
Do work that matters
The Chief Investment Office (CIO) within Group Treasury manages the non-traded market risk of the Group, including the interest rate, foreign exchange and credit spread risks associated with the Group's lending and deposit taking business, and investment of the Group's liquid assets and shareholder funds.
See yourself in your team
We are the Portfolio Analytics and Modelling team within CIO providing analytical and modelling support. We also provide model development for the various functions within Group Treasury.
I n this role
You will be producing independent risk and performance analysis of Portfolio Management’s market positioning. You will contribution to Portfolio Management’s revenue by working with the portfolio managers to develop, execute and optimise market strategies.
You will design an analytical infrastructure to suppor t financial tool and model development for the whole of Group Treasury.
Other responsibilities also include
Produce profit and loss estimates for portfolio managers and reconcile with Group Treasury Finance, both mark-to-market and accrual
Interpret and illustrate large amounts of data to support decision making drive business outcomes and financial performance
Produce and explain risk reports and balance sheet movements for portfolio managers
Support projects to enhance the team’s performance, championing productivity initiatives and activities supporting continuous improvement
Help develop and deliver reliable, accurate and robust pricing tools/models
Develop a strong understanding of the external global financial markets environment to implement effective risk management strategies
Implement continuous process improvements and productivity gains
Continually develop relationships with relevant business units across the organisation
We’re interested in hearing from people who have
Demonstrable Python, VBA, and /or SQL knowledge and experience
Prior experience with pricing of financial instruments is highly regarded
Strong understanding of financial markets and financial products
Strong financial acumen with the ability to understand and interpret balance sheet activity, derivatives pricing and risk management principles
Are a critical thinker with an independent thought process
Exposure to the global financial markets, treasury functions, or a banking regulatory environment highly regarded
Strong written and verbal communication with business partnering skills
Strong analytical and numeracy skills
Higher tertiary education, with suitable maths, economics or financial management qualifications