Ethos BeathChapman is seeking a Model Risk qualified in a leading financial services organisation. You will independently assess and challenge complex models across market risk, regulatory capital, IRRBB and treasury, with exposure to senior stakeholders on high‑profile model risk work.
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Solid quantitative experience in Financial Markets, expertise in derivative valuation and risk models, and programming skills in C++ or R are required. Experience with Murex, Calypso or QRM is highly regarded.
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📌 Market Model Risk Lead Derivatives & Treasury Sydney (Australia)
🏢 Ethos BeathChapman
📍 Australia
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