06 Oct
|
Ethos BeathChapman
|
Sydney
06 Oct
Ethos BeathChapman
Sydney
Job Description
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Join a leading financial services organisation in a high-impact Model Risk role covering Financial Markets, Risk and Treasury.
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You’ll independently assess and challenge complex models across:-
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- Market risk
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- Regulatory capital
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- IRRBB
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- Treasury
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What we’re looking for nn
- Strong quantitative experience within Financial Markets
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- Expertise in derivative valuation and risk models
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- Experience across linear and non-linear products
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- Knowledge of IRRBB and relevant prudential standards
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- Programming experience in C++, R or similar
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- Solid stakeholder skills and confidence challenging complex models
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- Experience with Murex, Calypso, QRM or similar platforms would be highly regarded.
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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 (Sydney)
🏢 Ethos BeathChapman
📍 Sydney