Analyst

- As a member of the Market Risk Change team, played a pivotal role in the successful migration from Murex to an in-house risk engine. Skillfully managed data flows and coordinated technology and business teams, resulting in the team achieving APRA accreditation after only three months of rigorous parallel run and testing. - Demonstrated strong interpretation skills by translating business requirements into clear, executable technical implementations. This ensured that business specifications effectively communicated user requirements in technical terms for submission to development teams. - Constructed, tested, and maintained VAR, stress test, and static scenarios containers. Developed tools using Python to validate rates and construct custom curves/risk factor shocks, leading to increased efficiency in risk management processes. - Effectively prepared and executed UAT tests, plans, and scripts, utilising Python and SQL testing tools to identify and report issues to development teams. Collaborated closely with portfolio managers and development teams to ensure comprehensive testing that met all requirements. - Conducted thorough investigations of appropriate and effective solutions that aligned with regulatory and internal standards and met the needs of portfolio managers. Collaborated closely with development teams and portfolio managers to ensure that testing was aligned with their requirements and implemented best practices.

- Exhibited exceptional expertise in market risk management, demonstrating proficiency in the measurement and monitoring of market risk across multiple portfolios comprising fixed income/floating rate instruments, exchange-traded and OTC derivatives. Diligently maintained valuation methodologies, pricing mechanisms, curve construction, and market data in the Findur/openlink system, showcasing a deep commitment to accuracy and attention to detail. - Leveraged strong research skills and expertise in configuring the Findur/openlink system to meet the needs of stakeholders, including research and implementation of new instruments such as FX options, Non Deliverable Forwards (NDF), Credit Default Swaps (CDS), Swaptions, and AONIA FRN. Successfully responded to urgent requests regarding an AONIA RMBS deal, coordinating with Finance, settlement team, and front office to implement the first AONIA RMBS instrument into the system within a week, ultimately delivering high-quality results. - Utilised strong skills in Excel, Power BI, and Python to maintain and improve current quantitative models, leading to enhanced accuracy and improved data-driven analysis. Developed and managed reports and visualisations using Power BI to meet operational demands, delivering valuable insights to front offices and identifying opportunities for performance improvement and growth. Designed and maintained the market risk Power BI dataset for reporting and analysis, demonstrating a deep commitment to high-quality reporting and documentation. - Successfully managed system testing and implementation, including customised packages, scheduled upgrades, inclusion of new instruments and new features such as reverse repo and RMBS valuation enhancement. Led projects such as Findur Version upgrade, variable rate loan pricing, Brisbane city council debt restructure, and FX platform configuration. - Led the rebalancing of client debt portfolios within mandated and customised parameters, leveraging different portfolio structures to minimise transaction costs, facilitate new issuances and switches, and optimise holding structure. The annual tangible contribution was around 2.5 million AUD. - Provided expert analysis and research on liabilities management solutions, including loan consolidations, refinancing, debt repayments, and rate forecasting, helping 100+ large-scale Queensland-based institutional clients reduce borrowing costs, minimise opportunity costs, and improve balance sheet resiliency. Successfully transferred current debt products to new fixed-rate products, streamlining the product portfolio and contributing to QTC's organisational redesign project.