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Senior Analyst - Financial Risk

Date:  16-Jan-2021

Sydney, NSW, AU

Department:  Risk Advisory

• World-class learning and leadership programs

• Reimbursements for professional development
• Flexible work arrangements - work in a way that suits you best


Based in Sydney, we are looking for a Senior Analyst who has a passion for helping clients in financial risk. You will be part of a team that brings deep analytics and derivative expertise in Market Risk, Liquidity Risk, and Regulatory Risk for Treasury, Institutional Banking and Global Markets.   

What will your typical day look like?
•    Making productive contributions to an FRTB engagement at a Big 4 Bank to deliver services around quantitative modelling across different asset classes: Interest Rates, Foreign Exchange, Credit, Equity, Securitised products and Commodities.  
•    Assisting clients using your technical expertise on Model Validation, Pricing and Valuation, Asset and Liability Management or regulatory compliance. 
•    Working effectively with others in a small diverse team within an inclusive team culture where people are recognised for their contribution
•    Building Assets, Accelerators and Tools with innovative approaches to meet clients’ needs. 
•    Maintaining strong relationships with clients and a network internally.
•    Benchmarking to market best practice
•    Receiving structured training and mentoring tailored to help you reach your potential 

About the Team
Welcome to Deloitte Financial Industry Risk and Regulatory – we are a local team with approachable Partners that are considered leaders in our industry. We have a mix of experienced statisticians, data analysts, data scientists and consultants that help our clients continue to improve their financial Risk Management practices using data driven insights, our considerable industry experience and a client focused mindset.


Enough about us, let’s talk about you.
You will have:

•    Quantitative Degree in Mathematics, Physics, Computer Science, Financial Engineering or related fields.
•    A solid technical grounding in SAS, R Programming, Python, SQL or other programming languages
•    Experience in any of the following: 
a)   Market Risk: Model Validation, Pricing and Valuation
b)    Liquidity and Treasury Risk: Review and strengthen client’s capital management and relating information/technology/data governance. 
c)   Counterparty Credit Risk, CVA or various market related valuation adjustments.  
d)   Regulatory Risk relating to Global Market and Treasury: FRTB, ICAAP or IRRBB. 
•    Related Industry experience or experience in any of the following APRA’s Prudential and Reporting Standards is highly desirable: APS 110, APS 116, APS 117, APS 180, APS 210, CPS 220, APS 221, APS 226. 
•    Experience extracting and analysing data from complex data sets and systems
•    Experience in visual communication of analysis (e.g. Tableau, Qlik, Power BI) 
•    Determined to get things done and contribute any way they can. Quick to point to the contribution of others and emphasis on team over self.  
•    Excellent interpersonal, oral and written communication skills with extensive experience in explaining complex technical concepts in simple terms

Why Deloitte?
At Deloitte, we create positively differentiated work experiences that enable our people to feel valued and achieve their full potential. We value difference and embrace people with diverse backgrounds and thinking styles. Knowing that people work best in different ways, we are happy to discuss alternative arrangements if the working pattern you are looking for is not specifically indicated.  #RA/FA


Next Step
Sound like the sort of role for you?  Apply now.


By applying to this job, you will be assessed against the Deloitte Global Talent Standards.  We've designed these standards to provide our clients and candidates with a consistent and exceptional Deloitte experience globally.


Deloitte is an equal opportunity employer and all qualified applicants will receive consideration for employment without regard to race, colour, religion, sex, national origin, disability status, or any other characteristic protected by law.  If you need assistance or an accommodation during the application process because of a disability, it is available upon request.


The preferred candidate will be subjected to background screening by Deloitte or its third party provider.