About the role

The Markets and Treasury Financial Control team (MTFC) is responsible for maintaining a robust control environment whilst producing financial reporting and analysis for the Markets and Treasury divisions. MTFC ensures the business is well managed from a financial and regulatory standpoint through the application of disciplined end-to-end trial balance control processes including but not limited to Balance Sheet (BS) & Profit/Loss (P&L) recognition and substantiation, through new trades review, P&L explain/attribution of all market and model inputs, price testing of trader marked inputs, defined valuation adjustments, analytical review and review of regulatory data, performance attribution, and FX/cash exposures management. 

The Financial Control Specialist - Markets & Treasury Financial Control, Linear Rates  is a specialist and subject matter expert to senior stakeholders and/or other team members -is expected to support and develop collaborative relationships with the business, ensuring no surprises. He/she will seek ways to continuously improve end-to-end production and assess if further evolution and streamlining of processes are needed. The role requires a deep understanding of valuation & risk attribution (linear and non-linear inputs) and market conventions.

The role also entails the following responsibilities but not limited to:

• Work very closely with Front Office, Market Risk, and Markets Governance team on daily basis. 

• On-going and frequent dialogue with the desk, resolving ad-hoc queries arising including any with regard new product and variation initiatives.

• Coaching/ mentoring junior members of the team.

Role Location: 12F Solaris One Building Dela Rosa St. Makati City
Role Type: Full-time permanent role
Shift Schedule: Day shift

What will you bring?

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

• Markets and treasury product knowledge gathered through past work experience in Markets Finance (Product Control, Valuation Control or Financial Control), Market Risk or Markets Front Office

• Demonstrated valuations knowledge, understanding of booking models and front office systems used (e.g. SKY)

• A strong understanding of linear and non-linear product payoffs/modelling (including XVA), inputs required by the models and key drivers to performance including risk sensitivities

• Process re-engineering and interpersonal skills to form meaningful and value-added relationships with businesses and across finance teams.

• Strong accounting knowledge of financial instruments/derivative accounting standards and APRA measurement standards

So, why join us?

There’s something special about being part of ANZ.  From the moment you join us, you’re part of a team working towards a common goal: improving the financial wellbeing and sustainability of our millions of customers. 

But it’s not just our customers who’ll feel your impact. You’ll feel it too. Because at ANZ, you’ll have the resources and community you need to take the next big step in your career, towards even bigger things in the future.

We offer a range of benefits tailored to the countries in which we operate including Health and Wellbeing programs and flexible working arrangements.

You’ll also enjoy working in a diverse and inclusive workplace where the different backgrounds, perspectives and life experiences of our people are celebrated. We encourage you to talk to us about any adjustments you may require to our recruitment process or the role itself. If you are a candidate with a disability, let us know how we can provide you with additional support.

To find out more about working at ANZ or to view other opportunities visit www.careers.anz.com. You may apply for this role by visiting ANZ Careers and searching for reference number 32188. 

Job Posting End Date

 24/03/2023, 11.59pm, (Melbourne Australia)