What is this role all about?

A career with NAB is about more than money, it's about serving our customers well and helping our communities prosper. We currently have a fantastic opportunity for a Senior Associate to join our Treasury Validation team within our Risk Performance & Analytics department.

This role is responsible for working on pricing automation for the validation of treasury and market risk models. You will be working in a team of specialists who value collaboration, skill sharing and have a deep culture of mentoring junior members of the team.

You will assist the validation team in performing scheduled revalidations of traded market products and treasury functions and perform validations in traded markets and treasury projects.

What will I be doing?

In this key role the main responsibilities will include:

• Validation of new, and revalidation of existing, wholesale banking market models. Including Regulatory compliance around APS 116, CPS 226, APS210 and APS 117.
• Develop code library (C++/C#) and actively contribute to automated validation tools (core requirement).
• Documentation of automated validation tools development work.
• Stay abreast of current automated validation latest development and related programming knowledge.
• Perform quantitative analysis and investigation over models as required.
• Documentation of model validations, raising and tracking of issues raised in model validation.
• Provide advice into impacts and limitations of models and regulatory change.
• Proactively manage risk; meet all policy and compliance requirements; perform controls; adhere to Process and Procedures pertinent to role; and escalate events, issues, or breaches as they are identified.
• Participate in other Risk activities / initiatives as required to drive improvement.

Skills and experience required

• An ability to work in a quantitative environment with specialist risk personnel.
• An interest in understanding of traded markets and treasury functions.
• Some experience in programming mathematical functions.
• Competency in C++, C#, (DotNet, Cloud computing would be favourably considered).
• Relevant degree in Technology or Quantitative Finance.
• Working within time critical deliverables to facilitate and meet expectations while taking responsibility and accountability for decisions made.
• Experience in managing multiple stakeholders and work independently
• Strong business acumen – business and financial judgement, problem solving skills and ability to analyse large volumes of data/information.
• Strong communication: Highly developed verbal and written negotiation/influencing skills
• Resilience, workflow management, and attention to detail.

By joining NAB, you are committing to putting our customers’ needs first every time. You will be ambitious for growth; always curious and learning from colleagues. You will speak honestly, always valuing the time and opinion of others. You will own your work, doing what’s right, even when it’s hard.

A diverse and inclusive workplace works better for everyone.

At NAB, we’re intent on building a culture we can all be proud of. One based on trust and respect. An uplifting environment where every single one of us feels appreciated and empowered to be our true, authentic selves. A diverse and inclusive workplace where our differences are celebrated, and our contributions are valued. It’s a huge part of what makes NAB such a special place to be.

More focus on you

We’re committed to delivering a positive experience for our colleagues and a workplace you can be proud of. We support our colleagues to balance their careers and personal life through flexible working arrangements such as hybrid working and job sharing and competitive financial and lifestyle benefits. We invest in our colleagues through world class development programs (Distinctive Leadership and Career Qualified in Banking), and empower you to learn, grow and pursue exciting career opportunities.

Join NAB

If you think this role is the right fit for you, we invite you to apply. If you require any reasonable adjustments to the recruitment process or the role, please let the recruitment consultant know.

To be eligible to apply, you must have Australian or New Zealand citizenship or Australian permanent residency status. Please note candidate screening and interviews may be conducted prior to the closing date of the job advert.

Please note unsolicited CVs from agencies will not be accepted.