Risk Specialist, Market Risk

Risk Specialist, Market Risk

• The role

APRA is seeking an experienced Market Risk Specialist to join the Market Risk & Models team.

The Risk Specialist is a leadership role supporting APRA with specialist risk and modelling advice on market risk, counterparty credit risk, and financial markets. This includes assisting in identifying, monitoring, and mitigating entity and industry risks by providing insights to inform risk based, supervisory judgements and strategic decisions and support policy development.

Analysis and problem solving are regular requirements of the position as well as the proven ability to engage with senior stakeholders both internally and within institutions on complex issues.

The Market Risk & Models team is part of APRA's Cross-industry Risk Division (CRD). CRD consists of three branches : Financial, Non-Financial and System Risk.

CRD delivers on APRA's strategy by using expertise to identify and respond to risks and ensures APRA takes a system wide view.

As an established specialist in either traded market risk, counterparty credit risk, or interest rate risk in the banking book, you will be curious and motivated to develop the remainder, across the disciplines of technical modelling and risk management. You will also possess :

To work with us, you need to be an Australian citizen with eligibility to gain a Baseline Security clearance.

The Australian Prudential Regulation Authority (APRA) places you at the heart of Australia's financial services industry. APRA serves the Australian community by helping ensure financial institutions deliver on the financial commitments they make, within a stable, efficient and competitive financial system.

At APRA we're committed to providing an inclusive workplace where everyone belongs, feels valued and respected. We aspire to attract and foster diversity of background, thought, and experience, recognising that a broad range of perspectives, approaches and ideas makes us stronger, and better enables us to meet our obligation to protect the financial wellbeing of the Australian community. When applying, please inform us of any adjustments you may need during the interview process.

Job ID APR1644