Senior Liquidity Analyst
Great Southern Bank is seeking a Senior Liquidity Analyst to join the Treasury team on a permanent full-time basis. As the Senior Liquidity Analyst, you will be accountable for comprehensively managing liquidity risk including the liquid asset portfolio of Great Southern Bank, within approved policy guidelines. You will be tasked with ownership and management of both operational liquidity to meet day to day cash-flow needs, and liquidity stock to support Great Southern Bank through a range of adverse stresses both market wide and specific to the Bank.
This position is open to candidates based in both Sydney and Brisbane, offering the flexibility to work from home two days a week.
Your Responsibilities:
Liquidity Risk Management
•Comprehensive management of liquidity risk within Treasury at Great Southern Bank.
•Managing the Bank’s liquid management framework, including policy, standards, and the Contingency Funding Plan (CFP).
•Ongoing development and employment of a range of scenario-based quantification techniques including but not limited to LCR (spot and forward), systematic and idiosyncratic stresses and regulatory minimum liquidity requirements.
•In accordance within the CFP, monitor economic and balance sheet trends, including Early Warning Indicators (EWIs), reviewing internal liquidity dashboards, and advise senior management of any emerging signs of liquidity risk.
•Provide insights on both internal balance sheet and external economic and market factors to support the optimal liquidity strategies you derive.
Liquid Asset Portfolio Management
•Manage the Bank’s liquid asset portfolio within approved policy guidelines.
•Optimise the investment of funds whilst considering book construction, cash flow requirements, duration, spread and emerging market conditions.
•Create balance sheet strategies and recommendations covering liquidity risk and liquid investments to provide optimal risk and reward outcomes for the bank with consideration to prevailing market conditions.
•Influence various areas of the business including the Treasury Funding teams to manage short and long term liquidity needs of the Bank, to ensure the ADI remains liquid through Business as Usual while also considering outcomes from stress testing.
Treasury Counterparty Credit Risk
•Continuously monitor emerging signs of counterparty credit risk, changes in credit ratings and methodology, and advise senior management of any potential implications to the Bank’s investment counterparties.
•Perform counterparty credit risk reviews of the Bank’s liquid investment exposures to optimise the management of liquidity risk and allocation of capital to the liquid asset portfolio.
Treasury Balance Sheet Management
•Provide support to the broader Treasury Balance Sheet Management team, including the management of interest rate risk.
•Continuously develop methodologies and insights that will assist with senior management decision making.
•Engage with internal and external stakeholders to drive collaboration and development.
About you:
•5 plus years of experience in a similar role within Treasury or Market Risk, with demonstrated experience and a sound understanding of bank liquidity and portfolio management.
•Tertiary qualification in business, economics, mathematics or other related quantitative discipline.
•Experience managing and optimising liquidity stock between operational liquidity and liquidity for stressed conditions.
•Previous experience developing investment strategies for liquid asset portfolios.
•Experience with liquidity management under LCR, and using ALM systems such as Quantitative Risk Management (QRM) system will be highly regarded.