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
Robust 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 engaging role with robust exposure to senior stakeholders and high-profile model risk work.
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📌 Manager Markets Model Risk Sydney (Australia)
🏢 Ethos BeathChapman
📍 Australia
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