Manager, Market Risk Reporting & Analysis

Last updated 15 days ago
Location:Melbourne
Job Type:Contract/Temp

We are Australia's largest superannuation fund, here to help members achieve their best possible retirement outcome. Working with a wide range of stakeholders, we create meaningful value for members and our communities through our diverse workforce of highly competent and highly motivated employees.

Your new role

Managing a small team, the Manager Risk Reporting is responsible for the delivery of official ex-ante market risk reporting for investment strategies, asset classes and investment options offered by AustralianSuper. You will accountable for developing the Fund's ability to provide insights into drivers of risk within Options, Strategies & Portfolios and work closely with colleagues across Investments, Operations, and Reporting teams to identify any gaps in data, structure or systems that require enhancements to effectively measure market risks for new strategies and portfolios.

Some of your key responsibilities will be:

  • Build strong relationships with internal asset class teams and data and platforms projects teams
  • Oversee and maintain the market risk system (Blackrock Aladdin), processes and appropriate system automation in the market risk requirements of multiple stakeholders
  • Build out stress testing scenarios for periodic and ad hoc risk reporting
  • Identify existing and potential data quality issues to prevent errors in accurately measuring market risk
  • Regularly interact with Front Office teams to explain factor exposures and drivers of market risk
  • Write papers for Board, Investment Committee and Senior Management on market risks vs ranges and risk budgets
  • Undertake requirements gathering to build out more granular risk reporting on specific strategies for Front Office teams

You'll need…

  • Broad experience of direct Investment from within the Financial Services Sector
  • Ability to influence internal and external stakeholders to achieve defined and emerging project outcomes
  • Solid understanding of financial markets and valuation of various instruments
  • Solid understanding of relevant ex-ante market risk methodologies, in a multi-currency/multi-asset environment
  • Experience with undertaking analysis of information and drawing of conclusions
  • Experience interpreting numbers and providing written and verbal insights to all audiences
  • Experience with risk systems that support leading practices
  • Proven ability to build strong and sustainable working relationships
  • Tertiary qualifications in Business, Commerce, Finance, Accounting and / or related Industry discipline

What you will get in return

This 12-month secondment opportunity will offer you the change to show case your skills and capabilities whilst learning new skills. You will be working with a manager who supports growth, progression and development. Furthermore, you will have the chance to work for a growing, dynamic and authentic business that values integrity and puts its members first, but you get a whole host of other benefits. A competitive salary is on offer and your benefits include genuine flexible working arrangements, discounted travel, income protection insurance and generous leave entitlements to name a few.

We put members first in everything we do and are committed to the recruitment, development and support of a diverse workforce that share our values of Energy, Integrity, Generosity of Spirit and Excellent Outcomes.

What next

If you would like the opportunity to work in a challenging, growing and rapidly evolving team to deliver outstanding results, please apply now!

We are committed to the recruitment, development and support of a diverse workforce into an environment which is inclusive, embraces diversity in all its forms and is a place where you can be you. All roles can flex at AustralianSuper and we're happy to discuss what this can look like for you.

Be Inspired, Be Bold, Be you