Senior Manager Balance Sheet Risk Management Oversight

Do work that matters

Joining as a Senior Manager, you will actively drive the development and oversight of the Group’s approach to Balance Sheet Risk.

See yourself in our team

The Balance Sheet Risk Management (BSRM) team is part of the Group Financial Risk team that incorporates the measurement of Interest Rate Risk in the Banking Book (IRRBB), Line 2 Oversight of the Market and Liquidity Risk managed by Group Treasury and the attribution of value to the CBA Balance Sheet via Funds Transfer Pricing.

In any given week you will

The main area of responsibility will be to lead the Line 2 Market Risk activities as they relate to Group Treasury.

The key responsibilities of the role will include:

• Maintain and develop a regime of effective market risk oversight for IRRBB and Traded Market Risk as well as contribute to the Liquidity Risk framework
• Advise and challenge Group Treasury trading staff on market risk
• Work with senior business partners to approve transactions and projects as required
• Demonstrate courage in challenging thinking, create healthy debate to pressure test ideas, and challenge assumptions across your area of responsibility
• Provide thought leadership on interest rate risk management
• Mentor and develop team members within the BSRM team

Your path looks like

• If you live and breathe the values and demonstrate the people capabilities we can offer great career opportunities both within the Risk Management leadership team and beyond in the wider CommBank Group. We’ll help you find the next step that’s right for you and enable you to be your best.

We're interested in hearing from people who have

• Relevant and deep experience within market risk, non-traded market risk, asset and liability management, liquidity risk and/or portfolio management
• Knowledge and understanding of a bank balance sheet and financial markets, especially interest rate products and derivatives
• Tertiary qualification with strong quantitative skills
• Strong verbal and written communication skills
• Have a practical approach to risk management and who are agile in their thinking and enjoy working in a fast paced environment
• Prior knowledge of non-traded market risk capital and accounting standards is desired as well as demonstrable traded product acuity
• Demonstrated ability to extract and use quantitative data to support analysis

At CommBank, we’re committed to building a diverse and inclusive workforce reflecting the customers, businesses and communities we serve. As a value’s driven organisation, we nurture and support our people; through focusing on skill and talent development, collaboration, flexibility and internal promotion. With service in mind at every touch point, we take accountability for the role we play in securing and enhancing the financial wellbeing of people, businesses and communities. At CommBank you can be you.

Applications close: 06 Nov 2019 AUS Eastern Daylight Time

For further information, and to apply, please visit our website via the “Apply” button below.