Manager – Markets Model Risk

Sydney | Melbourne | Brisbane | 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:
Solid quantitative experience within Financial Markets
Expertise in derivative valuation and risk models
Experience across linear and non-linear products
Solid 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 compelling role with strong exposure to senior stakeholders and high-profile model risk work.
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📌 Manager – Markets Model Risk Brisbane (Australia)
🏢 Ethos BeathChapman
📍 Australia