Manager - Markets Model Risk

Ethos BeathChapman

Date: 1 week ago

City: Sydney, New South Wales

Salary: A$160,000 - A$170,000 / yr

Contract type: Full time

Join a leading financial services organisation in a high-impact Model Risk role covering Financial Markets, Risk and Treasury.

You’ll independently assess and challenge complex models across:-

Derivative valuation

Market risk

Regulatory capital

IRRBB

Treasury

What we’re looking for:-

Strong quantitative experience within Financial Markets

Expertise in derivative valuation and risk models

Experience across linear and non-linear products

Strong model validation / independent review capability

Knowledge of IRRBB and relevant prudential standards

Programming experience in C++, R or similar

Strong stakeholder skills and confidence challenging complex models

Experience with Murex, Calypso, QRM or similar platforms would be highly regarded.

This is a broad, technically interesting role with strong exposure to senior stakeholders and high-profile model risk work.

Please email Sign in to view email if you’re keen to explore this opportunity. Please only apply if you have the relevant experience outlined above.

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