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 riskRegulatory capitalIRRBBTreasury
What we're looking for:-
Solid quantitative experience within Financial MarketsExpertise in derivative valuation and risk modelsExperience across linear and non-linear productsKnowledge of IRRBB and relevant prudential standardsProgramming experience in C++, R or similarStrong stakeholder skills and confidence challenging complex modelsExperience with Murex, Calypso, QRM or similar platforms would be highly regarded.
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📌 Manager - Markets Model Risk (Sydney)
🏢 Ethos BeathChapman
📍 Sydney
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