Risk Management Specialist - City of Brisbane - BOQ Specialist
Risk Management Specialist - City of Brisbane - BOQ Specialist BOQ Specialist City of Brisbane 2 days ago Job title: Commercial... more info
QRM (Quantitative Risk Management) Specialist
Salary:
80.00 - 100.00
Posted:
14-02-2025
Category:
Risk Management Quantitative Analysis
Sydney,
Job Description
QRM Functional Specialist Sydney 12 Months $1,200pd + Super Position Overview We are seeking an experienced QRM (Quantitative Risk Management) Functional Specialist to join our newly formed QRM Practice team within Group Treasury . Key Responsibilities Lead the functional design and implementation of QRM solutions for financial risk management within Treasury , working closely with stakeholders to understand and document business requirements. Configure, own, and maintain QRM modules , including Asset Liability Management (ALM), Funds Transfer Pricing (FTP), and Market Risk calculations . Develop and maintain detailed functional specifications for QRM customisations and integrations . Provide expertise in banking risk concepts , including interest rate risk, liquidity risk, and market risk modelling . Conduct user training sessions and create documentation for QRM functionality and processes. Troubleshoot complex issues related to risk calculations, data integration, and system performance . Support user acceptance testing and validation of risk metrics . Stay current with regulatory requirements and banking risk management best practices . Required Qualifications & Experience Bachelor's degree in Finance, Economics, Mathematics , or a related field. 5+ years of experience in banking risk management , with at least 3 years working directly with QRM applications . Strong understanding of banking balance sheet concepts, ALM principles, and risk management frameworks . Expertise in financial instruments and their behaviour under various interest rate scenarios . Experience in interpreting regulatory requirements (Basel III, APS117, APS210, Stress Testing, etc.) and implementing them within risk systems . Technical Knowledge Deep understanding of QRM modules : ALM, FTP, Market Risk (IRRBB, Liquidity) . Familiarity with banking data structures and financial databases . Knowledge of interest rate modelling and behavioural assumptions . Experience with risk reporting and analysis tools . Understanding of ETL processes and data quality controls . Confident in working with and validating large datasets / results . Experience with Power BI, QlikSense preferred or willingness to learn. If you feel you possess the relevant skills to the above, apply now with most updated CV! #J-18808-Ljbffr
Job Details
Salary: 80.00 - 100.00
Posted: 14-02-2025
Category: Risk Management Quantitative Analysis
Sydney,
Related Jobs
Risk Management Specialist
Risk Management Specialist | 3 Month Contract $803.06 - $849.46 p/d + super 3 Month Contract Parramatta We are seeking a... more info
Senior Specialist, Agile Security and Risk Management Assessment
Job Description - Senior Specialist, Agile Security and Risk Management Assessment Job Number: 12002608D20241107 DISCOVER... more info
