About the Role
We are seeking a skilled quantitative analyst to join our team in managing our Marketable Securities / Equities Lending Book. This role is crucial in ensuring robust monitoring, reporting & controls for Market Risk when lending against clients' asset classes within their onshore & offshore investment portfolios.
The successful candidate will work closely with Private Bankers, Lending Advisors, Product & Governance teams to ensure diligent management of the risk book. They will be responsible for managing the Market Risk framework, Credit & Market Risk, Policy exceptions, and Approved Collateral List (ACL).
Key responsibilities include:
* Managing Loan to Valuation Ratio settings for Equities, ETFs, Bonds, Managed Funds & Discretionary Portfolios
* LVR assessment, stress testing and analysis of various marketable securities
* Daily Risk Monitoring & Reporting of all client positions
* Advising and supporting Private Bankers & Lending Advisors with deal structuring
The ideal candidate will have experience in a Market Risk or Quantitative / Data / Financial Modelling role, exceptional communication, organizational and prioritisation skills, and well-proven stakeholder management with Credit Partners and influencing skills.
This role plays a key part in shaping the growth of the Equities Lending offering while maintaining a well-managed loan portfolio. We are looking for a motivated individual who can proactively problem solve complex market data challenges and has a strong focus on compliance and attention to detail.