Senior Market Risk Analyst

About the role

Mars Recruitment is recruiting, on behalf of a global financial institution, an experienced Market Risk Analyst for its Risk Management team in Sydney. The role sits in a corporate and investment banking environment and covers treasury risk, market risk, liquidity risk and regulatory reporting, working closely with Treasury, Finance, Operations and regional risk teams.

Key responsibilities

• Monitor and report on market risk, liquidity risk and counter-party credit risk exposures
• Prepare daily market risk reports and commentary on key market movements and risk drivers
• Produce Liquidity Coverage Ratio (LCR) and other regulatory risk reports
• Complete end-of-day risk system processing, reconciliations and controls
• Monitor risk limits, identify breaches and escalate where required
• Support monthly, quarterly and annual treasury risk reporting
• Analyse treasury products, financial market activity and risk exposures
• Assist with corporate credit limit monitoring and risk analysis
• Help maintain and enhance treasury risk management systems, including process improvements and automation
• Review and maintain risk policies, procedures and operational controls
• Contribute to Business Continuity Planning and partner with stakeholders to deliver accurate, timely risk reporting

Required profile

• 3+ years of experience in Market Risk, Treasury Risk or Financial Risk within a banking or financial services environment
• Tertiary qualification in Mathematics, Engineering or a related discipline
• Experience with liquidity risk management and regulatory reporting, including LCR reporting, is highly regarded
• Knowledge of counter-party credit risk and settlement risk monitoring

Required skills

• Advanced Microsoft Excel, including VBA/macros
• Experience with treasury or risk management systems (Murex experience highly regarded)
• Strong quantitative, analytical and problem-solving skills
• Excellent attention to detail and strong communication and stakeholder management skills

What we offer

• Salary of AU$120,000 - AU$140,000 per annum, including superannuation
• Opportunity to join a respected global financial institution
• Exposure to sophisticated treasury products and international markets
• A collaborative, high-performing team environment