Senior Analyst, Portfolio Risk

Are you a seasoned Analyst with a passion for financial risk management? Do you thrive in a collaborative environment where your expertise can make a difference? Look no further! The Reserve Bank of Australia (RBA) is seeking a Senior Analyst to join our dynamic Domestic Portfolio Risk and Compliance team.

About the team:

The Portfolio Risk and Compliance team is an independent risk function that measures and analyses risks relating to the RBA’s operations in financial markets. This involves daily portfolio valuation, risk and performance reporting, and compliance. The also team provides independent advice and challenge to the Bank’s frameworks for its operations in financial markets, including through its research and analysis. The team works closely with front office dealing staff and engages regularly with market participants on collateral and counterparty eligibility.

What You’ll Do:

As a Senior Analyst in the Portfolio Risk and Compliance team, you’ll play a pivotal role in safeguarding the RBA’s balance sheet. Key types of work include:

• Risk analysis: Daily portfolio valuation, risk reporting, compliance and assessment of collateral eligibility for domestic market operations. Your insights will drive our risk management strategies.

• Compliance: Ensure adherence to financial risk management policies. Your attention to detail and understanding of risk concepts matters.

• Collaboration and challenge: Work closely with front office, yet develop independent opinions and be bold in providing challenge.

• Risk modelling: Dive deep into risk topics, such as risk modelling and stress testing. Your analytical prowess will help us stay ahead of the curve.

• Systems Development: Contribute expertise to system projects and the ongoing development of our coding base, enhancing our operational efficiencies.

What are we looking for?

• We are seeking expressions of interest from experts in financial market products, risk analysis and operations. Strong critical thinking and problem-solving skills are vital for success in this role given the variety of complex issues the team regularly tackles.

• High value will be placed on candidates with experience and expertise in securitisation, risk modelling and/or stress testing.

• Strong organisational skills are also critical, to effectively balance the mix of operational and analytical work in a fast-paced environment.

• Good communication skills will be necessary to manage relationships with a wide range of internal and external stakeholders.

• R and SQL coding experience is desirable but not essential.

Be More

Working for an organisation that truly makes a difference to the people of Australia, we can offer development and career opportunities in a collaborative environment that supports your growth, wellbeing and promotes flexibility. Your individual growth and success drives the Bank forward as an organisation. Be more means you can do more, for yourself and for Australia.

Why RBA?

Through the pursuit of national economic policy objectives and associated activities in financial markets and banking, the RBA makes an important contribution to the Australian economy. We also issue Australia's banknotes and operates infrastructure critical to the payments system, all of which contribute to the welfare of the Australian people.  

Made up of specialists across a wide range of fields, our people have a critical role to play in achieving these objectives, whether directly or in a supporting capacity. As a values driven organisation, our people conduct themselves with a high degree of integrity, while striving for excellence in the work they perform and the outcomes they achieve. We encourage intelligent inquiry and we treat one another with respect, while promoting the public interest through our efforts.  

Your application should include a resume detailing your experience and qualifications.

The Reserve Bank of Australia is an equal opportunity employer.  We are committed to creating a diverse and inclusive workplace and encourage applications from experienced candidates seeking workplace flexibility.

Few places give you the balance of professional challenge and a management culture that not only supports but encourages you to live a full life outside of work and be more.

 

Application Close :

July 26, 2024

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