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:- 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 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.
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📌 Manager - Markets Model Risk (Sydney)
🏢 Ethos BeathChapman
📍 Sydney
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