Manager – Markets Model Risk Ethos BeathChapman•NSW, AU
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:
Robust 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.
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📌 Manager – Markets Model Risk (New South Wales)
🏢 Andrew Keayes - Greater Sydney Area | Professional Profile
📍 New South Wales