Market Risk Business Analyst

vor 3 Wochen

Council of the City of Sydney, Österreich CKE Restaurants Vollzeit

We are looking for an experienced Market Risk Business Analyst to support upgrades, migrations, and enhancements across their Market Risk technology stack. This role sits at the intersection of technology and market risk, requiring strong SQL capability, capital markets knowledge, and hands‑on experience configuring market risk calculations. About the Role: You will partner with Front Office, Treasury, Market Risk, and technology teams to uplift the bank’s risk management platform. The position involves driving enhancements, validating risk measures, resolving configuration issues, and ensuring accurate and timely delivery of market risk outputs across asset classes. Key Responsibilities: Lead enhancements and optimisation activities within the bank’s Market Risk platform. Support functional testing and parallel runs to compare valuations and risk outputs between systems. Validate and analyse market and reference data across products such as Bonds, IR Futures, Commodities, Caps/Floors, Swaptions and more. Maintain and update risk databases; build controls to ensure data quality and lineage. Investigate and resolve issues related to system configuration, pricing, sensitivities, and market data in the FIS risk engine. Produce and review documentation covering market data, system configuration, reporting, and related areas. Work directly with users to gather and refine business requirements. Own the configuration of Market Risk calculations, stress testing and back‑testing reports. Improve existing methodologies and risk models to enhance accuracy and performance. Perform analysis and validation across key Market Risk measures (VaR, PV01, CR01, PnL vectors). Coordinate user testing and lead functional validation activities. Troubleshoot and debug complex issues related to Market Risk computations. Collaborate with Risk, Front Office, and Technology teams to ensure smooth integration of risk measures. Mentor junior team members and contribute to ongoing automation and process improvement. Required Skills & Experience: 8+ years as a Market Risk Business Analyst. Strong expertise across Market Risk models, FRTB, and asset classes (Money Markets, Fixed Income, FX, IR derivatives). Deep understanding of pricing concepts, curves, and option/derivative valuation. Proven experience configuring, developing, and optimising Market Risk calculations. Hands‑on experience with running and validating risk computations (revals, normalised runs, etc.). Strong stakeholder engagement skills and experience validating risk outputs with the business. Extensive experience with Market Risk measures such as VaR, PV01, CR01, and PnL vectors. Strong SQL capabilities (Oracle or SQL Server) for data analysis and validation. Nice to Have: Familiarity with Unix/Linux and scripting languages (Shell, Python, etc.). Experience with OTC trading platforms such as Murex, Calypso, or FIS. Knowledge of GIT, CI/CD tools, and modern development practices. Understanding of regulatory risk frameworks including FRTB and Basel. #J-18808-Ljbffr

  • Market Risk Business Analyst

    Vor 2 Tagen

    Council of the City of Sydney, Österreich Luxoft Australia Vollzeit

    Project Description We have been engaged by a large Australian Bank to provide experienced consultants to support their Market Risk technology as part of some migration, maintenance and upgrade. The program focuses on delivering a steady and efficient risk management platform for Treasury Front Office, TMO, and Risk teams to effectively manage the bank's...

  • Market Risk Analyst

    vor 3 Wochen

    Council of the City of Sydney, Österreich TOM People Vollzeit

    This range is provided by TOM People. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more. Base pay range A$130,000.00/yr - A$145,000.00/yr Direct message the job poster from TOM People Market & Financial Risk Senior Analyst Join a high-performing risk function within a growing financial services business....

  • Market Risk Analyst

    vor 3 Wochen

    Council of the City of Sydney, Österreich MARS PARTNERSHIP PTY. LTD. Vollzeit

    Salary: AUD - AUD per annum + including super package Market Risk Analyst (BBBH32544) Sydney CBD, Sydney, Australia Mars Recruitment is proud to be partnering with a leading financial services firm specialising in investment banking, markets, and advisory solutions to find a Financial Risk Analyst to join the team. This is an opportunity to work across...

  • Market Risk Business Analyst

    Vor 6 Tagen

    Council of the City of Sydney, Österreich Luxoft Vollzeit

    Luxoft, Sydney, New South Wales, Australia Senior Recruiter at Luxoft, A DXC Technology Company Project Description We have been engaged by a large Australian Bank to provide experienced consultants to support their Market Risk technology as part of some migration, maintenance and upgrade. The program focuses on delivering a steady and efficient risk...

  • Market Risk Business Analyst

    vor 3 Wochen

    Council of the City of Sydney, Österreich Luxoft Vollzeit

    Project description We have been engaged by a large Australian Bank to provide experienced consultants to support their Market Risk technology as part of some migration, maintenance and upgrade. The program focuses on delivering a steady and efficient risk management platform for Treasury Front Office, TMO, and Risk teams to effectively manage the bank's...

  • Market Risk Business Analyst

    Vor 2 Tagen

    Council of the City of Sydney, Österreich Luxoft Vollzeit

    Luxoft Sydney, New South Wales, Australia We have been engaged by a large Australian Bank to provide experienced consultants to support their Market Risk technology as part of migration, maintenance and upgrade projects. The program focuses on delivering a steady and efficient risk management platform for Treasury Front Office, TMO, and Risk teams to...

  • Market Risk Business Analyst

    vor 3 Wochen

    Council of the City of Sydney, Österreich Luxoft Vollzeit

    Talent Acquisition Partner at Luxoft Financial Services | DXC Consulting Services Role on behalf of Luxoft Financial Services UK Limited (Australia Branch) Project Description We have been engaged by a large Australian Bank to provide experienced consultants to support their Market Risk technology as part of a migration, maintenance and upgrade. The program...

  • Senior Market Risk Business Analyst – FRTB

    Vor 2 Tagen

    Council of the City of Sydney, Österreich Luxoft Vollzeit

    A prominent IT consulting firm in Sydney is seeking a Market Risk Business Analyst with over 8 years of experience to enhance and optimize their Market Risk technology. The successful candidate will lead various initiatives, including market risk enhancements and validations. They should possess deep expertise in Market Risk Models and strong analytical...

  • Market Risk Analyst

    vor 3 Wochen

    Council of the City of Sydney, Österreich ING Group Vollzeit

    ING Australia’s Risk Management team is looking to hire a Market Risk Analyst based at our Sydney office. As the Market Risk Analyst, you will play a key role in delivering high-quality market risk reporting and analysis that supports ING Australia's risk oversight and strategic decision-making. You’ll work closely with Treasury, Finance, and senior risk...

  • Analyst/Senior Analyst

    Vor 2 Tagen

    Council of the City of Sydney, Österreich Macquarie Group Vollzeit

    Join the Global Market Risk team based in Sydney, building and maintaining models across all asset classes for the Group. What role will you play? As a Quantitative Market Risk Analyst, you will be responsible for building and maintaining Market Risk models, including regulatory capital models for Traded Market Risk (APS 116) and Interest Rate Risk in the...