Lead Analyst, Financial Instrument Specialist

vor 4 Wochen

Sydney, Österreich eFinancialCareers Ltd. Vollzeit

Lead Analyst, Financial Instrument Specialist Reserve Bank of Australia Sydney, Australia

Lead Analyst, Financial Instrument Specialist Reserve Bank of Australia Sydney, Australia Posted 1 day ago Permanent Competitive

The Risk and Compliance Department is seeking a Lead Analyst in its Portfolio Risk and Compliance (PRC) team to be the Department subject matter expert on the pricing, valuations, and risk management practices/conventions for financial instruments - primarily for Cross-Currency Basis Swaps (CCBS), but potentially (medium-term) for other products in the RBA's portfolio.

The Role:

This is a newly created quantitative and systems-focused role, and you will drive the design and maintenance of mathematical models for pricing financial instruments and producing risk analysis and metrics on these instruments. You will require advanced quantitative skills on financial market instruments to work on data requirements and trading system configuration and implementation in relation to financial instruments, as well as testing, producing documentation and training, and acting as a technical liaison between business stakeholders and project teams. More specifically around CCBS, this would involve developing expertise on the CCBS valuation process and its key inputs, as well as the impact of valuation changes on portfolio margining and benchmarking.

What are we looking for?

We are seeking people with advanced quantitative skills on financial market instruments, supporting systems and risk analysis. Ability to apply strong quantitative and financial skills to translate complex technical and systems information concisely for diverse audiences in a timely manner, is essential. Knowledge of financial markets operations preferably fixed income and foreign exchange and understanding the Bank's trading systems is highly desirable, while R coding experience would not be expected although is desirable for supporting PRC's R reporting.

Objectives

  • Drive the design and maintenance of: mathematical models for pricing financial instruments and risk analysis/metrics for existing and new financial instruments.
  • Design and maintain necessary data requirements and trading system configuration/implementation, testing, and development of documentation & training materials for financial instruments.
  • Help translate complex technical information concisely for diverse audiences. Understand, document and communicate objectives, drivers, and business value proposition.
  • Specifically around CCBS, develop expert knowledge on: valuation of CCBS; FX and discount curve construction; benchmark portfolio implications; and how CCBS pricing/valuation interacts with portfolio margining.
  • Act as a technical liaison between business stakeholders and project teams for financial instruments.

Technical Capabilities
  • Advanced quantitative skills on financial market and pricing instruments.
  • With a reduced need for input/guidance from management in terms of editing/structure: Demonstrate ability to convincingly and credibly communicate orally and in writing finance-based and technical information and assessments. Demonstrate an ability to adjust mode, style and content of communication (including technical/specialised material) as appropriate to context/task/audience. Communicate with a degree of clarity and efficiency.
  • Demonstrate a general understanding of the Bank's purpose, functions and objectives and how they relate to the Australian economy and financial system. Demonstrate a general understanding of how the staff member's role supports the Bank's purpose, functions and objectives.
  • Demonstrate ability to understand and interpret key data sources, publications, and other relevant information sources, as input into and context for financial instrument system and risk analysis work. Demonstrate ability to identify and assess alternative/new sources of data and other information to support financial instrument valuation and analysis, trading system configuration, and risk analysis outputs.
  • Demonstrate ability to draw on and apply finance/quantitative/systems training, as well as other relevant skills/experience, to analyse recurring and/or well-defined topics using established approaches. Demonstrate some ability to undertake analysis covering topics that are less well-defined and/or require a wider range of quantitative or analytical approaches.
  • Qualifications: Economics/Finance or related degree, and an honours degree is highly desirable.

The Team

The PRC team is responsible for independently measuring the performance and risk of the Bank's financial asset portfolios, assessing compliance with various limits, and ensuring adequate documentation to support these operations. The section consists of two teams: one team is focused on managing the risks on the domestic portfolio and one focused on managing the risks for the Bank's foreign portfolio. At a practical level, the work involves a blend of theoretical and practical aspects of financial markets including working on day-to-day operations; involvement in projects to strengthen the systems used to manage the Bank's portfolios; and conducting analysis to support risk management of the portfolios.

Be More

Working for an organisation that truly makes a difference to the people of Australia, we can offer development and career opportunities in a collaborative environment that supports your growth, wellbeing and promotes flexibility. Your individual growth and success drives the Bank forward as an organisation. Be more means you can do more, for yourself and for Australia.

Why RBA?

Through the pursuit of national economic policy objectives and associated activities in financial markets and banking, the RBA makes an important contribution to the Australian economy. We also issue Australia's banknotes and operates infrastructure critical to the payments system, all of which contribute to the welfare of the Australian people.

Made up of specialists across a wide range of fields, our people have a critical role to play in achieving these objectives, whether directly or in a supporting capacity. As a values driven organisation, our people conduct themselves with a high degree of integrity, while striving for excellence in the work they perform and the outcomes they achieve. We encourage intelligent inquiry and we treat one another with respect, while promoting the public interest through our efforts.

Your application should include a resume detailing your experience and qualifications.

The Reserve Bank of Australia is an equal opportunity employer. We are committed to creating a diverse and inclusive workplace and encourage applications from experienced candidates seeking workplace flexibility.

Few places give you the balance of professional challenge and a management culture that not only supports but encourages you to live a full life outside of work and be more.

Application Close :
June 11, 2024

Job ID JR1298

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