Manager - Risk Reporting
Australia's largest superfund Collaborative working culture Play a part in our global growth AustralianSuper is Australia's largest super fund and is for all Australians and businesses. We put members first in everything we do with the goal of helping to create the best possible retirement outcome. Here's where you come in To support the growth of AustralianSuper we are seeking a Manager - Risk Reporting who will be responsible for managing a small team responsible for the delivery of official ex-ante market risk reporting for investment strategies, asset classes and investment options offered by AustralianSuper, in addition: The role will require a deep understanding of calculating relative & absolute market risks from covariance matrices and factor exposures, along with stress testing and 'what if' analysis.
The Manager will develop the Fund's ability to provide insights into drivers of risk within Options, Strategies & Portfolios. The Manager will continue to improve existing business as usual practices, continue to provide senior support for other team members, enhance existing models and deal with ad hoc challenges as they arise. You'll need The successful candidate with have extensive experience in financial markets with solid understanding of valuation of various instruments, you will also possess: Solid understanding of relevant ex-ante market risk methodologies, in a multi-currency/multi-asset environment; Experience interpreting numbers and providing written and verbal insights.
Design, build, preparation and delivery of market risk reporting; Experience in "whole-of-fund" level (multi-asset) risk analytics Experience with risk systems that support leading practices What's next We believe embracing diversity in thought and perspective helps introduce new and better ways of doing business, delivering better outcomes for our members. Aboriginal and Torres Strait Islander people are encouraged to apply. If you would like the opportunity to work in a challenging, growing and rapidly evolving environment to deliver outstanding results that benefit members, please apply now Please note, this role is deemed to be an Access Person role.
Disclosure and Personal Trading requirements apply to the successful candidate Agencies please note: this vacancy is being managed directly by AustralianSuper's Recruitment team. We will contact our preferred agency partners should we require additional support. Thank you.