Analyst Portfolio Analytics

• You are passionate, motivated and display a positive attitude 

• We are a values-driven and a high performing team 

• Together we can deliver an exemplary experience for our stakeholders and the Group 

Do work that matters 

The Chief Investment Office (CIO) within Group Treasury manages the non-traded market risk of the Group, including the interest rate, foreign exchange and credit spread risks associated with the Group's lending and deposit taking business, and investment of the Group's liquid assets and shareholder funds. 

See yourself in your team 

We are the Portfolio Analytics and Modelling team within CIO providing analytical and modelling support. We also provide model development for the various functions within Group Treasury. 

In this role 

You will be producing independent risk and performance analysis of Portfolio Management’s market positioning. You will contribution to Portfolio Management’s revenue by working with the portfolio managers to develop, execute and optimise market strategies. 

You will design an analytical infrastructure to support financial tool and model development for the whole of Group Treasury. 

Other responsibilities also include 

• Produce profit and loss estimates for portfolio managers and reconcile with Group Treasury Finance, both mark-to-market and accrual 

• Interpret and illustrate large amounts of data to support decision making drive business outcomes and financial performance

• Produce and explain risk reports and balance sheet movements for portfolio managers 

• Support projects to enhance the team’s performance, championing productivity initiatives and activities supporting continuous improvement 

• Help develop and deliver reliable, accurate and robust pricing tools/models 

• Develop a strong understanding of the external global financial markets environment to implement effective risk management strategies 

• Implement continuous process improvements and productivity gains 

• Continually develop relationships with relevant business units across the organisation 

We’re interested in hearing from people who have 

• Demonstrable Python, VBA, and/or SQL knowledge and experience 

• Prior experience with pricing of financial instruments is highly regarded 

• Strong understanding of financial markets and financial products 

• Strong financial acumen with the ability to understand and interpret balance sheet activity, derivatives pricing and risk management principles 

• Are a critical thinker with an independent thought process 

• Exposure to the global financial markets, treasury functions, or a banking regulatory environment highly regarded 

• Strong written and verbal communication with business partnering skills  

• Strong analytical and numeracy skills 

• Higher tertiary education, with suitable maths, economics or financial management qualifications 

Working with us: 

We support our people with at least half your time each month connecting in the Sydney office, allowing for flexibility in the remaining time. 

We have many other flexible working options available including changing start and finish times. Talk to us about how these arrangements might work for you. 

If this sounds like you, apply now!