Manager Non-Traded Risk recruitment
Reporting directly to the Senior Manager Interest Rate Risk this role is responsible for monitoring and performing risk analysis on interest rate positions in the non-trading book.
This role will also be responsible for for the accurate quantification of market risk capital under both RBNZ and APRA standards and the operation of a sound and effective limit structure.
This will entail collaborating with people at all levels of the orgnasations so effective communcation skills are a must!
Key Responsibilities for this role include:
- Ensuring all key risk measures are calculated accurately and timely with any issues investigated and escalated appropriately
- Proactive identification of emerging risks and effective communication of these to line manager and Head of Market Treasury Risk
- Maintaining good working relationships with Front Office staff in relation to the management of interest rate risk
- Efficient generation and distribution of risk reports to Front Office, senior executives and other key stakeholders
Ideally you will also hold a Masters Degree in Finance (or similar quantitative discipline) and have worked in a Markets or Market Risk function for 2-3 years. Knowledge of regulatory capital methodologies (Basel II Standardised and Internal) will be highly desriable.
Experience with bank balance sheets and knowledge of bank products would be advantageous.
In return you can expect to work with a team of specialists dedicated to delivering real outcomes to a key part of the business.
ANZ offers significant career opportunities both within New Zealand and the wider group. The role provides a wealth of ongoing opportunities in conjunction with a competitive remuneration package. We can offer you a fast-paced and varied role within a leading corporate environment, including working with a diverse range of people
Join our team today by visiting
Role closes Wednesday 02nd May 2012