- Sydney, New South Wales, Australia
- Contract
Support financial risk modelling, capital, analytics and oversight across market and liquidity risk profile as part of CommSec Line 2 Financial Risk team on an 8‑month secondment.
Responsibilities
- Contribute to 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