M&T RCC Specialist

• Improve and streamline existing Rates and Curve Controls and Tools for Markets and Treasury within the Markets & Treasury Financial Control (MTFC) team
• Apply excellent systems skills to implement and support rates validation tools and processes
• Highly engaged culture aiming to support your development

About The Role

Role Location: 242 Pitt Street, Sydney NSW 2000

Role Type: Permanent, Full-time

As a Rates & Curves Controller, you will be responsible for developing and supporting all aspects of Rates Validation (RV) across all asset classes impacted by ongoing Markets Developments and Regulatory Reform. This requires a deep understanding of curve construction, market conventions, in-house library analytics and regulation. You will actively apply your technical skills and market knowledge to ensure rate and curves are accurate for EOD valuation. The post holder will be required to look into existing processes and systems to identify issues and provide solutions that arise due to Benchmark Transition. You will be required to work closely with a wide range of stakeholders in Global Markets, such as Market Risk, Trading, FO Quants, Model Validation and Financial Control.

About you

To be successful in this role, you will ideally bring the following:

• Expert level of knowledge of valuation principles for linear and non-linear products across all asset classes. Excellent market convention and curve construction knowledge is a must, particularly linear LM
• Strong PnL attribution and risk dynamics understanding (from 1st principles)
• Deep knowledge of Financial Markets –multiple asset class knowledge is a plus. Hands on experience with curve construction, knowledge of market conventions etc
• Continuous Improvement Focus
• Strong system skills (Excel VBA, Access, SQL)
• Good soft skills and university degree in related area (mathematics, financial mathematics, finance, engineering etc)

About ANZ

At ANZ, everything we do boils down to ‘why’ – our purpose – to shape a world where people and communities thrive. We're just as focused on seeing our people thrive as well as our customers. We'll give you every opportunity to develop your career.

We are responding faster to changing customer requirements, focusing on the things that matter the most, energising our people, eliminating waste and reducing bureaucracy.

A happy workplace is a thriving one. So in order to attract and keep the best talent, and say thanks for the hard work, we make sure all our employees are rewarded.

At ANZ we aim to create an inclusive environment where employee differences such as gender, age, culture, disability, sexual orientation, family and caring responsibilities and religion are valued.

We work flexibly at ANZ. Talk to us and let us know how this role can be flexible for you.

To find out more about working at ANZ or to view other opportunities visit www.anz.com/careers. You may apply for this role by visiting ANZ Careers and search for reference number AUS138018.