Westpac Group is seeking a Manager, Markets, Model Risk to provide independent oversight and validation of valuation and risk models across Financial Markets, Risk and Treasury. You will cover a broad range of models, including linear and nonlinear derivatives, and work closely with stakeholders to strengthen governance.
The role requires expertise in IRRBB models and APS standards, solid programming skills (C++/R), and experience with risk platforms such as Murex, Calypso or QRM.
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📌 Markets Model Risk Manager: Valuation & Oversight (New South Wales)
🏢 Westpac Group
📍 New South Wales
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