Do work that matters
Treasury, Markets and Commodities Risk provides line 2 risk oversight of the Group Treasury and Global Markets functions within CBA. This includes the risk domains of Market Risk, Balance Sheet Risk, Counterparty Credit Risk, Capital Management, Stress Testing, Recovery and Resolution Planning. The team includes policy development, independent oversight, reporting, regulatory obligation management, and oversight of market risk models and capital calculation.
See yourself in our team
Reporting to the Head of Balance Sheet Risk, you will be joining a team that design the framework to measure and monitor Non-Traded Market Risk which includes Interest Rate Risk in the Banking Book (IRRBB), Structural Foreign Exchange, Non-Traded Equity, Residual Value and Group Super. The team also provides Line 2 financial risk oversight of all FTP, Market, Funding and Liquidity risk that is managed by Group Treasury and provides SME input into the Group's Stress Testing.
Your role will be to lead the Market Risk oversight of Group Treasury's growing tactical trading activities.
On any given day you will
* Lead Market Risk oversight of Group Treasury's tactical trading activities including linear and non-linear interest rate and foreign exchange risks.
* Exercise delegated authority for approved market risk limits in line with established governance and risk appetite.
* Develop strong, credible working relationship with trading teams to enable effective review, challenge and escalation of trading risks.
* Drive the design and enhancement of risk frameworks, methodologies and tools to measure, monitor and understand tactical trading activities.
* Monitor financial markets for emerging risks and thematic drivers that may impact Group Treasury's risk profile.
* Drive continuous improvement across broader Market Risk frameworks, analytics and practices.
* Prepare and deliver clear, insightful risk reporting on tactical trading activities for senior management and governance forums.
Your experience looks like
* Tertiary qualifications in finance, commerce, economics, statistics or relevant business or quantitative studies.
* Strong demonstrated experience in interest rate and foreign exchange derivatives, particularly option products, in a trading, structuring or market risk oversight role.
* Good understanding of Treasury disciplines including IRRBB, Liquidity, Stress Testing and Capital management.
* Exceptional verbal and written communication skills with experience producing senior management reporting.
* Strong stakeholder management: able to build trusted relationships across Finance, Treasury, Risk and demonstrated experience of working within a complex internal and regulatory environment.
* A pragmatic, commercially aware risk mindset, with the ability to identify emerging risks and act accordingly.
At CommBank, we support our people with the flexibility to balance where work is done with at least half their time each month connecting in office. We also have many other flexible working options available including changing start and finish times, part-time arrangements and job share to name a few. Talk to us about how these arrangements might work in the role you're interested in.
If you're already part of the Commonwealth Bank Group (including Bankwest, x15ventures), you'll need to apply through Sidekick to submit a valid application. We're keen to support you with the next step in your career.
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