Job Description

Manager – Markets Model Risk Ethos BeathChapman•NSW, AU

n

Manager – Markets Model Risk

n

Sydney | Melbourne | Permanent | Hybrid

n

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

n

You'll independently assess and challenge complex models across:

n

n
- Derivative valuation
n
- Market risk
n
- Regulatory capital
n
- IRRBB
n
- Treasury
n

n

What we're looking for:

n

n
- Strong quantitative experience within Financial Markets
n
- Expertise in derivative valuation and risk models
n
- Experience across linear and non-linear products
n
- Robust model validation / independent review capability
n
- Knowledge of IRRBB and relevant prudential standards
n
- Programming experience in C++, R or similar
n
- Strong stakeholder skills and confidence challenging complex models
n
- Experience with Murex, Calypso, QRM or similar platforms would be highly regarded
n

n

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

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