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Westpac Logo

Associate, IRRBB Reporting

316f356

Sydney, NSW

1 day ago

25 - 33 CAD

Westpac


Job Description

Job Description:Permanent, full timeSydney LocationFlexible work arrangementsHow will I help?The Interest Rate Risk in the Banking Book (IRRBB) team has been created in Group Treasury to lead the group's framework and strategies for the management of interest rate risk across the group (and resulting capital requirements). The IRRBB Reporting team focuses on the analysis of data and preparation of reports, to assist Group Treasury (front office) in managing balance sheet risk and maximise the net interest income of the retail bank. The role offers opportunities to develop expertise in treasury risk management while adding value to the team with your strong technical and analytical skills.Using global best practises and systems, the team produces information daily which allows Westpac to manage and oversee interest rate risk as well as meeting the expectations of regulators in Australia (such as APRA) and across the world.Role objectives and key responsibilities:Production, circulation and explanation of timely, daily IRRBB reports and processes supporting the functionAssist with the production of the Net Interest Income at Risk reportAssist with the measurement of IRRBB Regulatory Capital requirementKey point of contact for all ad hoc business and data requests, taking ownership of any issues raised and seeing them through to resolutionDevelop and run reporting and processes (including testing and change controls) that supports the internal management of the above requirementsDesigning, testing and implementing required changes to IRRBB policy or interpretationsWork with Group Treasury and Group Risk teams to ensure they have the understanding and supporting data to implement best practise Market Risk management functions.What's in it for me?You'll play a significant part of the future of a business that has been around for 200 years. Our purpose is to create better futures together. So, we'll back you in the development of your career, internal career prospects, and flexible working. You'll also keep learning to grow your career, backed by a fantastic team of people with a can-do, supportive structure. Whatever shape your family takes, we offer generous paid and unpaid parental leave for your nominated primary and support carers. This includes leave to organise adoptions, surrogacy, and foster care arrangements. And we continue to pay your super contributions while you take all the time you need to get your new family settled.What do I need?The role will see the successful candidate overseeing the day to day creation of interest rate risk measures which support the daily management of Westpac's Non-Traded Market Risk.You will be responsible for reporting Group Treasury's interest rate risk position using various metrics as well as performing ad hoc financial analysis. Your strong numerical and analytical skills will also be challenged to solve data problems and develop/apply new processes.Knowledge of SQL and database concepts highly regardedPrevious experience in producing analysis and reports for senior management highly regardedDemonstrated knowledge of banking products and financial market instrumentsExcellent analytical skills and critical thinking capabilityStrong relationship and stakeholder management skillsMust be prepared to be hands on and able to operate both independently and in a team environmentTertiary qualifications in a Finance or quantitative related disciplinePrevious experience in Treasury, Finance or Risk Management function preferredWhat is it like to work there?We aim to provide one big, supportive team to help us achieve our purpose of creating better futures together. As well as competitive remuneration and a great culture, joining the Westpac family means you will get some of the best banking, wealth and insurance benefits in the market.We back our employees by helping them work towards industry-recognised qualifications, using online learning, training modules and career planning tools for you to grow with us. We will even pay you to do volunteer or community work.As an equal opportunity employer, we are proud to have created a culture and work environment that values diversity and flexibility - and champions inclusion.How do I apply?Start here. Just click on the APPLY or APPLY NOW button.At Westpac, we're all about creating a supportive culture and ensuring our workplaces, branches, products, and services are accessible and inclusive for everyone-our customers, employees, and the wider community. If you're interested in discussing workplace flexibility, please feel free to mention it in your application.We invite candidates of all ages, genders, sexual orientation, cultural backgrounds, people with disability, neurodiverse individuals, and Indigenous Australians to apply. If you have questions about the recruitment process, please email .Do you need reasonable adjustments during the recruitment process?We can provide reasonable adjustments for individuals with disability and/or neurodiversity. If you require an adjustment to be made during the recruitment process at any stage, please call 1800 655 592 Option 2.3 or emailWestpac


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