Senior Non-Traded Market Risk Analyst

Last updated 22 days ago
Location:Newstead
Job Type:Full Time

  • Join ASX 100 finance leader!
  • Brisbane based role – Gasworks Newstead Office
  • Suits an experienced finance professional with previous banking experience

About the Role

As a Senior Non-Traded Market Risk Analyst you will be responsible for measuring, monitoring and reporting on non-traded market risk, including liquidity and interest rate risk in the banking book, associated with BoQ's activities.


This role requires an in-depth understanding and analysis of the Bank's positions and limits working alongside our Group Risk, Treasury and Finance functions.


Your responsibilities in this role will include:

  • The preparation, review and distribution of daily, weekly and monthly liquidity & funding and IRRBB reporting
  • Production of regulatory reporting with respect to liquidity, funding & IRRBB
  • Establishing and continuance improvement of BoQ’s reporting framework in conjunction with the development of policies and procedures on an on-going basis
  • Analysis of key drivers of risk to explain movements in risk and P&L
  • Preparation of monthly reporting for our Chief Risk Office and Asset & Liability Committee
  • Conduct validation checks of BoQ’s liquidity position and the key liquidity ratios and reconciliation to the balance sheet
  • Ongoing maintenance and enhancement of the QRM system, including system configuration, process improvement, process documentation, report building and automation

About You

Having a Non-Traded Market Risk background you will have strong knowledge of financial markets and instruments and their associated market risks and measurement techniques. You will be naturally analytical and a critical thinker where you will display a high level of self-initiative which will include the ability to balance and execute multiple projects at once to deliver under tight time constraints.

With a strong aptitude for detail and a strong commitment to accuracy you will enjoy networking and have the ability to build relationships both internally at BoQ and externally.

Experience Required

  • Bachelor degree in Engineering, Finance, Mathematics or Economics
  • SQL / VBA / Database knowledge will be highly regarded
  • Strong spreadsheet skills including at least basic macro reading ability
  • Knowledge of financial markets and instruments and their associated market risks and measurement techniques for such risks
  • Excellent analytical and critical thinking skills
  • A high level of self-initiative is required, with the ability to balance and execute multiple projects
  • Sound understanding of Basel III liquidity requirements (LCR / NSFR) and APRA APS210 / APS117 Standards and their impact on the banking industry

About Us

BOQ is passionate about providing opportunities for you to develop your career as we continuously adapt and deliver in a transformational and collaborative environment with a strong focus on community.

We support a flexible workplace and we are committed to an inclusive and diverse culture where differences are embraced!

Our Benefits

  • Flexible working arrangements
  • Discounted financial products
  • Salary sacrificing options
  • Paid parental leave
  • Paid volunteer days
  • Purchase annual leave
  • BUPA Corporate Plan
  • Mentoring and leadership programs
  • Employee Assistance Program (EAP)
  • Gym, shopping, technology and travel offers!

How to Apply

To apply for this role please follow the links or apply via our Careers Page.

The Bank of Queensland is committed to diversity and an inclusive workforce. Aboriginal and Torres Strait Islander People are encouraged to apply.

If you are successful for a role with the Bank of Queensland, it is a condition of employment that background screening is completed to ensure that the Bank complies with its obligations under the Anti-Money Laundering and Counter Terrorism Financing Act. These checks may include, but are not limited to: identity, verification, reference checks, criminal background checks, immigration checks, verification of academic qualifications, bankruptcy checks.