Manager Treasury Hedging
Treasury Business Management provides performance management, prudential reporting, policy and management accounting support to Group Treasury Front Office operations. It also performs hedge accounting and financial reporting for the CBA group excluding ASB.
As Manager Treasury Hedging you are required to provide hedge accounting operational support in order for the Bank to comply with IAS39.You will also be responsible for analysis and investigation of the bank wide hedge accounting results and provision hedge accounting sign offs.
More specifically this will involve:
- Analysing IFRS standards and understand the changes being proposed mainly related to Treasury products.
- Assisting in developing and implementing hedge accounting policy and accounting policy for treasury products.
- Preparing market analysis and peer banks analysis and suggest improvements for CBA.
- Providing hedge accounting sign off on hedging arrangement proposals from the business, liaising with stakeholders and explaining outcomes;
- Providing analytical support and commentary to the Executive Manager on the hedging PL results;
- Ensuring compliance with IAS39 by accounting for all derivatives as MTM and reducing the bank's PL volatility by designating derivatives in banking book into hedge relationships and maintaining these relationships;
- Providing support in maintaining the hedge database including designation of swaps in hedge relationships and associated documentation, accounting rules maintenance and testing of hedge relationships;
- Developing enhancement and efficiency gains to the hedge accounting processes;
- Ensuring that the monthly results are accurate and follow up issues as they arise;
- Assisting in process improvement projects;
You will have:
- Banking / treasury experience
- Derivatives knowledge
- Experience with PSGL
- Knowledge of MTM PL
Advertised:
24 Sep 2013 Aus. Eastern Standard Time
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