Overview
Our client is a leading superannuation fund committed to delivering exceptional financial outcomes for members. With a strong focus on compliance, innovation, and operational excellence, the organisation values collaboration and integrity. This role will be covering a maternity leave vacancy.
Responsibilities
* Strengthen the market risk framework and analytics across all asset classes.
* Drive model and data governance — including validation, benchmarking, and back-testing.
* Partner with portfolio managers to assess risk-return outcomes of investment and allocation decisions.
* Monitor exposures, explain key risk drivers, and deliver clear, actionable reporting.
* Support risk budgeting, scenario analysis, and liquidity reviews.
* Contribute to the identification of emerging investment risks and new strategy assessments.
* Gain exposure to derivatives, credit, counterparty, and liquidity risk oversight.
About You
* 3-5 years' experience in investment risk, portfolio analytics, or asset consulting within a fund, asset manager, or investment bank.
* Solid understanding of key risk metrics (VaR, tracking error, Sharpe ratio, alpha/beta, volatility).
* Broad knowledge of asset classes and derivatives.
* Tertiary qualifications in finance, economics, mathematics, or engineering; CFA/FRM desirable.
* Advanced Excel skills; Power BI, SQL, or Python experience a plus.
* Experience with risk systems (e.g. FactSet, MSCI, RiskMetrics, Axioma, Bloomberg) highly regarded.
* Self-starter with strong analytical curiosity, collaboration skills, and a desire to improve systems and insight.
If this sounds like a role that would be of interest, click 'Apply' and send through your CV.
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