Job no: EB6Y3
Join an existing team to drive quality assurance within a high-profile Treasury and Capital Markets Risk Management project for a leading Australian company.
As a QRM QA Analyst, you’ll work alongside experts to enhance regulatory and risk management solutions, specifically focusing on Quantitative Risk Management (QRM) for liquidity and interest rate risk frameworks.
Role Highlights:
- Act as a subject matter expert in QRM, overseeing testing, validation, and troubleshooting of QRM outcomes.
- Collaborate with Treasury Technology to support APRA regulatory compliance, optimize controls, and ensure end-to-end testing excellence.
- Develop SQL queries and leverage SSIS skills to automate processes and validate business data outcomes.
- Create a robust validation library for QRM changes and present technical findings to stakeholders.
Skills & Experience:
- 7+ years of relevant experience in risk management or QRM/ (or similar Financial Risk management product) financial risk product setup.
- Proficiency in SQL for data extraction and technical validation.
- Familiarity with SSIS and troubleshooting technical issues within risk management frameworks.
- Knowledge of APRA regulations related to Treasury, Liquidity, and IRRBB.
- Excellent communication skills to convey technical outcomes effectively.
Nice to Have:
- Experience with trade processing systems (e.g., Murex, Calypso, FIS).
- Quantitative modeling or Treasury Technology experience, particularly related to APRA changes.
- Published on 30 Oct 2024, 5:15 AM