Senior Risk Manager, Financial Markets
Senior Risk Manager, Financial Markets
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Job Description
Job Title
Senior Risk Manager Financial MarketsJob Description
Rabobank is the worlds leading specialist in food & agribusiness banking. One of our key strengths lies in our people who have a deep understanding of agriculture & are committed to adding longterm value for clients. Our commitment to our employees & clients is at the heart of everything we do.
We have a unique opportunity to join Rabobanks Risk Management Financial Markets Team as a Senior Risk Manager Financial Markets. You will make an impact as a key player in our 2nd line risk management team supporting the Markets & Treasury divisions within Asia Pacific. You will join a small & wellestablished team in Sydney reporting directly to the Head of Risk Management Financial Markets.
In this role you will act as a Subject Matter Expert in Counterparty Credit Risk while contributing to oversight on Interest Rate Risk in the Banking Book (IRRBB). Your focus will be on assessing from a Line 2 lense new business/transactions controlling risk exposures & ensuring transparency on earnings & risk drivers
Top Role Accountabilities:
- Provide expert risk oversight on counterparty credit risk & maintain accurate record of trade violations &/or approvals for audit & compliance purposes
- Act as a trusted advisor on Rabobanks credit policies excess approval authorities product restrictions etc.. in order to give timely& informed approvals /declines to trading requests
- Support credit control for activities in the region including limit maintenance product suitability complement few static data (e.g. Credit Office flag Approving Committee etc.) for counterparty in SKY risk system to align with SKY Form
- Provide Line 2 risk input & recommendations on Financial Markets Products credit proposals; etc.
- Represent Rabobank ANZ in global risk forums and working groups.
- Evaluate & challenge the framework including counterparty credit interest rate & liquidity risk as required
- Support Senior Market Risk Manager on IRRBB risk oversight & APS117 Compliance
- Assist with monitoring & reporting on risks related to both the Limit & Control Structures (LCS); & interest rate risk in the banking book
- Provide insights & reports for monthly/quarterly committees reporting
- Support risk management initiatives & projects
- Support the team & other duties as required
To be successful you will have:
- 510 years experience in market/liquidity risk traded/nontraded market risk gained within Financial Services
- Indepth understanding of banking balance sheets risk frameworks and regulatory standards (APS117 APS210 BPR140)
- Extensive expertise in counterparty credit risk
- Sound product knowledge of interest rate derivatives foreign exchange money markets fixed income & option products with an ability to translate their accompanying risk management analytics into clear & concise market & credit risk opinions
- A solid quantitative background understanding of linear product pricing & vanilla option product exposures
- Proficiency in tools / skills such as: Python PowerBI VBA SQL
- Liquidity risk knowledge on LCR NSFR liquidity stress testing & gap analysis
Our Values
Rabobank Australia values inclusion belonging & positive experiences for all. Our work environment our benefits & the way we live our values Client Driven Responsible Professional & Cooperative make it a great place to work. We welcome applicants from diverse backgrounds.
Please let our Talent Acquisition team know if you need any accommodations to make our opportunities more accessible to you.
What were proud to offer you:
is our hybrid way of working at Rabobank & for Australia that means we have a blend of time working between the office & home (the team average 2 days per week in the office)
Wellbeing leave. These 2 extra leave days support greater work/life balance & is just another way we are helping our employees to lead happier healthier & more fulfilling lives
Education Assistance Program. Rabobank values the development of its people & has a great Education Assistance Program to assist with professional development
Parental Leave that supports you & your family while giving you the freedom & flexibility to enjoy this special time (upto 14 weeks paid leave)
Bonus and Additional Leave. We realise sometimes 4 weeks Annual Leave isnt enough! At Rabobank we provide an incentive for eligible employees to receive 1 extra week Annual Leave & an option to purchase another 2 weeks Annual Leave
Extra Insurance. Rabobank recognises that employees need to protect their financial wellbeing in the event of serious illness injury or even death. Rabobank provides eligible permanent employees with employerfunded Death TPD & Income Protection Insurance
Rabo Workplace Giving program. As part of Rabobanks global Corporate Social Responsibility Workplace Giving aims to encourage employees to contribute to our community. Rabo Workplace Giving program matches employee donations to selected Social Partners
Other Extras. Annual equipment or wardrobe allowance annual flu shorts discounted health insurance EAP & more
Required Experience:
Manager
Employment Type
Full-Time
