Sydney | Melbourne | Brisbane | Permanent | Hybrid
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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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Derivative valuation
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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
Robust 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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Strong model validation / independent review capability
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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 engaging role with strong exposure to senior stakeholders and high-profile model risk work.
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