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ANZ Bank Careers 2018 – Senior Market Risk Analyst

ANZ is a leading regional bank with representation in 34 markets, focusing on core markets in Australia, New Zealand and Asia Pacific.

Job Description:
• Calculate and publish risk factors such as VaR, Greeks, EaR, DV01,CR01, Mar VaL and NPV across trading and non-trading desks and regions
• The aforementioned reports involves analysis and investigation of metric like Delta, Gama, Vega, VaR, DV01, Par-DV01 and others
• Publish FTP rates for Asian markets, and various other rates such as Cash rate, CABI and CIR for Asia NT books
• Generate and publish regulatory liquidity reports for ANZ Group and individual countries. Also prepares ALCO and Risk packs individual countries.
• Providing day to day monitoring of risk measures, limits and thresholds for active market risk and liquidity management.

Candidate Profile:
* Candidate should have a Masters Degree in Statistics/ Economics/ Management.
* 3-5 years of relevant experience along with strong understanding of market risk factors & reporting (VaR, EaR, DV01,CR01, Mar VaL, NPV).
* Certifications like FRM, PRM would be an added advantage.
* Excellent experience in publishing daily risk reports along with commentaries.

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Updated: January 9, 2018 — 6:25 pm

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