24 Oct
|
Ethos BeathChapman
|
New South Wales
24 Oct
Ethos BeathChapman
New South Wales
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.
📌 Manager - Markets Model Risk (New South Wales)
🏢 Ethos BeathChapman
📍 New South Wales