Manager – Markets Model Risk Sydney | Melbourne | Permanent | Hybrid 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 robust exposure to senior stakeholders and high-profile model risk work.
Please email ****** if you're keen to explore this opportunity.
Please only apply if you have the relevant experience outlined above.

📌 Manager – Markets Model Risk (New South Wales)
🏢 Andrew Keayes - Greater Sydney Area | Professional Profile
📍 New South Wales