Direct message the job poster from D'Arcy Weil
Executive Search Consultant, Human Capital Advisor & Recruitment PartnerMelbournePermanent Full-time / Hybrid Office / WFHA high-impact role managing market risk across fixed income, foreign exchange, and interest rate exposures, providing critical insights to optimise financial strategy. Role Snapshot Lead risk analysis across fixed income, FX, and interest rate portfolios.Develop and enhance risk models, scenario testing, and stress analysis frameworks.Partner with trading, treasury, and finance teams to drive risk-aware strategies.About the Company D'Arcy Weil is representing a leading organisation with a strong presence in financial markets, known for its sophisticated risk management frameworks and dynamic approach to financial strategy. The organisation offers exposure to complex risk portfolios, executive-level stakeholder engagement, and structured career growth opportunities within an innovative environment.
About the Role This role sits within the market risk team, responsible for assessing and mitigating financial risks associated with fixed income, foreign exchange, and interest rate products. You will work closely with trading, finance, and treasury teams to develop advanced risk models, conduct scenario analysis, and provide actionable insights to senior stakeholders.
Key Responsibilities Monitor and assess market risk exposure across fixed income, FX, and interest rate portfolios, ensuring compliance with internal limits and regulatory guidelines.Develop, enhance, and validate risk models, including VaR, stress testing, and sensitivity analysis, to quantify potential losses under various market conditions.Collaborate with trading and treasury teams to ensure risk frameworks align with market conditions and strategic objectives.Analyse interest rate and foreign exchange movements to assess their impact on portfolio risk and hedging strategies.Design and implement risk reporting frameworks, providing real-time insights into portfolio sensitivities and risk-adjusted performance.Enhance risk analytics capabilities through automation and data-driven tools, improving efficiency in risk assessment and reporting.Utilise Bloomberg, Reuters, and in-house risk systems to extract and analyse market data, generating actionable insights for risk mitigation.Assess counterparty credit risk related to trading exposures, derivatives, and structured products.Prepare in-depth risk reports and present findings to senior management, articulating key risk exposures, market trends, and potential mitigation strategies.Develop and refine quantitative models for market risk forecasting, scenario planning, and regulatory capital calculations.Engage with auditors and internal governance teams, ensuring adherence to best practices in risk management.Stay ahead of macroeconomic trends, central bank policies, and geopolitical risks, advising stakeholders on potential market implications.Skills & Experience Extensive experience in market risk, treasury, or trading risk within a bank, fund, or corporate treasury environment.Strong understanding of fixed income, FX, and interest rate markets, including derivatives and structured products.Advanced proficiency in risk modelling techniques such as VaR, stress testing, and scenario analysis.Hands-on experience with Bloomberg, Reuters, and risk analytics platforms.Strong quantitative skills, with expertise in Excel, VBA, Python, or other programming languages used for financial modelling.Ability to translate complex risk data into actionable insights for senior decision-makers.Tertiary qualifications in finance, economics, mathematics, or a related discipline. CFA or FRM preferred.What's on Offer Competitive remuneration package, including superannuation and performance-based incentives.Hybrid working arrangements with flexible office and WFH options.Clear career progression pathways, with opportunities for leadership development.Access to cutting-edge risk management tools and exposure to high-profile financial markets.Professional development support, including industry certifications and technical training.Comprehensive employee wellbeing programs, including mental health initiatives and financial wellness support.A dynamic, collaborative workplace culture that values innovation and expertise.To Apply Please submit your CV to: Seniority levelMid-Senior levelEmployment typeFull-timeJob functionFinance and SalesIndustriesBusiness Consulting and Services
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