Senior Market Risk Analyst, Auckland
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Westpac New Zealand

Senior Market Risk Analyst

  • Posted 1d ago
  • On Site
  • Full Time
Location

Auckland

Job Description

Mō te tūranga | About the Role
We are currently looking for a Senior Market Risk Analyst to cover maternity leave on a 12-month Fixed Term basis. In this role, you will play a crucial role in overseeing market and capital adequacy risk. Key responsibilities include:

  • Independent oversight of Financial Markets and Treasury businesses to ensure compliance with frameworks, policies, and regulatory requirements.
  • Develop and maintain risk management frameworks, policies, and controls across market and capital adequacy risk.
  • Prepare monthly and quarterly risk reports for senior leadership and risk committees, ensuring accuracy and governance compliance.
  • Collaborate with internal stakeholders and regulatory bodies, including RBNZ and APRA, to support reviews and policy enhancements.
  • Provide real-time risk estimation including VaR and stress testing, and assessment to Treasury and Financial Markets businesses, ensuring compliance with risk appetite and limits.


Nā tāu rourou | What will you bring?
A degree in Finance, Accounting, Statistics/Mathematics, or Engineering.

  • 5+ years of experience in banking or financial institutions, with a strong understanding of FX and interest rate risk.
  • Familiarity with market, liquidity, and capital risk regulatory requirements in NZ and AU.
  • Proficiency in MS Excel, Word, and PowerPoint; macro and SQL skills are preferred.
  • Strong analytical and problem-solving skills, with the ability to interpret complex data and drive business decisions.
  • A proactive mindset, eagerness to collaborate, and commitment to process improvements.


Westpac Hei Wāhi Mahi | Working at Westpac
Immersing yourself in a supportive team environment, and receive some of the best banking, and lifestyle benefits in the market along with:

  • 4 weeks standard holiday + 5 additional days of wellbeing leave to support you to be your best
  • Banking benefits and insurance discounts
  • Career growth – we promote internal capability; we have programmes that recognise star performers
  • Generous parental leave – and top up government paid parental leave
  • School holiday subsidy - help you balance work and family during school holiday
  • 2 Volunteer days per year


Ko mātou tēnei | Our Organisation
At Westpac, we’re working together to build a fairer and stronger New Zealand for our people, customers, and communities. For over 160 years we’ve been driven by our purpose to Create Better Futures Together.

What makes us unique are the incredible people we’re lucky enough to have walk through our doors every day. The giant ‘W’ on our building doesn’t just stand for Westpac – it says, double you. We’re a place that values, rewards and recognises individuality. Where you can be your whole self, your true self, and your best self. We’re recognised as a place where talent is developed, where passions are fuelled and where ambitions of all shapes and sizes thrive. And it all starts with you!

Tono mai ināianei! | Apply Now!

Apply today with your CV and Cover Letter.
The people of Aotearoa, New Zealand hail from many cultures and backgrounds. At Westpac New Zealand, we draw on this enormous talent pool to cultivate a team rich in ability and empowered to reach its full potential. Our aim is to be brave challengers, celebrating our differences and relentlessly advocating for our customers. It starts with us – we believe that when we care deeply and do our best for our people, they’ll do their best for our customers. We encourage people from all walks of life to apply, including those who are neurodiverse, have chronic health conditions or disabilities – your attitude and passion are as important to us as your experience, qualifications and capabilities.

Mahi tahi tātou, kaha ake tātou | Together Greater

Applications close:
26 April 2025

Desired Soft Skills

  • Communication
  • Coordination
  • Time Management
  • Customer Management
  • Data Entry
  • MS Office

Benefits and Perks

  • 🤱
    Extended Parental Leave
  • 🏘
    Work from Home
  • 👶
    Childcare Support
  • 💯
    Employee Mentoring Program
  • 🩺
    Health Insurance
  • ⚖
    Work-Life Balance Support
  • 💸
    Payroll Giving
  • 💼
    Life Insurance
  • 💚
    Counselling Services
  • 📈
    Professional Development
  • 🏎
    Competitive Salary
  • 🎖
    Long Service Rewards
  • 📣
    Referral Bonuses
  • 🏆
    Performance Bonus
  • 💻
    Company Supplied Technology
  • 📱
    Discounted Phone or Internet Plans
  • ⛑
    Uniform Provided
  • 🚶
    Ease Back to Work
  • ⏰
    Flexible Work
  • Work Cafe

Job Schedule

  • Shift Work

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