04 Sep
|
Westpac Group
|
New South Wales
04 Sep
Westpac Group
New South Wales
Job Description
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.
n
The role requires expertise in IRRBB models and APS standards, robust programming skills (C++/R), and experience with risk platforms such as Murex, Calypso or QRM.
📌 Markets Model Risk Manager: Valuation & Oversight (New South Wales)
🏢 Westpac Group
📍 New South Wales