Exposure Modelling jobs

Market and Liquidity Risk Manager (8 Month Secondment)

Commonwealth Bank · Posted Nov 6, 2026

Sydney, New South Wales, Australia
Manager

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Support financial risk modelling, capital, analytics and oversight across market and liquidity risk profile as part of the CommSec Line 2 Financial Risk team.

Responsibilities

Contribute to the development and governance of financial risk models across market risk, liquidity risk, collateral coverage, stress testing and concentration risk.
Enhance how CommSec measures exposure to market movements, liquidity demands, client concentrations, collateral adequacy and margin requirements.
Monitor key risk indicators, risk appetite metrics, early-warning indicators and limits, identifying emerging themes and opportunities for improvement.
Undertake stress testing and scenario analysis across portfolio, client, security and book-level exposures for CommSec products.
Review and validate model assumptions, data quality, methodology choices and reporting outputs.

Requirements

Relevant tertiary or postgraduate study in quantitative finance, statistics, mathematics, actuarial studies, economics, finance, engineering or a related discipline.

Skills

Financial risk Quantitative analysis Treasury

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Responsibilities

Skills

Market and Liquidity Risk Manager (8 Month Secondment)

Responsibilities

Requirements

Skills