Treasury & Chief Investment Office - Associate

Treasury and Chief Investment Office is responsible for delivering the firm’s strategic priorities across liquidity management, as well as management of structural interest rate and foreign exchange risks. In addition, it manages the wholesale funding and capital raising activities for the firm, as well as the daily cash position. The group oversees the funds transfer pricing policies and works closely with the various lines of business in establishing the principles of how funds are valued across the firm.

As an Associate in Treasury & Chief Investment Office, you will be based in Sydney and primarily responsible for execution of liquidity funding trades as part of liquidity risk management activities, assisting in management of securities for regulatory and investment books and performing/reviewing Balance Sheet analytics. This includes booking of trades necessary, production of various reporting, liaising with back and middle office teams regarding the cash position and assisting in other operational issues. You will also assist in providing periodical market update and ad hoc reports as necessary to participate and support senior managers’ decision making in portfolio management. More experienced candidates may be considered for the Vice President role.

Job responsibilities

• Manage daily funding and liquidity risk for the Sydney and New Zealand branches and related entities, including local currency, USD, and other active currency nostros within assigned limits
• Assist in managing the securities portfolio for liquidity, regulatory, and structural interest rate risk management
• Execute funding trades such as money market, repo/reverse repo, and FX with both internal and external counterparties
• Price and submit transfer pricing rates for loans and deposits daily
• Prepare and/or review liquidity-related reports, including liquidity coverage ratio, liquidity limits and indicators, collateral report, stress tests, daily market commentary, and Asset and Liability Committee (ALCO) materials
• Participate in front-office projects such as balance sheet analysis and ad hoc queries as necessary
• Estimate and report daily Profit & Loss
• Collaborate with internal Treasury & Chief Investment Office functions and other firmwide teams, including Line of Business Partners, Funds Transfer Pricing team, Liquidity Management Team, Liquidity Risk Management, Middle Office, Finance, and Business Management teams

Required qualifications, capabilities and skills

• Bachelor’s degree in Accounting, Finance, Economics or other related disciplines
• Minimum of 5 years of work experience in Treasury funding, liquidity and balance sheet management or Markets related roles
• Attention to detail and strong sense of governance to ensure compliance with regulatory and internal requirements
• Good team worker, effective interpersonal and communication skills – be able to interact proactively and effectively with external and internal stakeholders
• Ability to work in a global set up by managing partnerships with offshore front office colleagues
• Problem solving skills with ability to analyze data and market trends
• Self-directed, highly motivated and able to work independently
• Good proficiency in Bloomberg, Microsoft Excel and Power Point