Quantitative Validation Specialist – Financial Markets & Treasury

- Strategic Oversight: Directly scrutinise and stress-test the complex mathematical engines driving multi-asset trading and balance sheet decisions.

- Exceptional Career Trajectory: Join an expanding, well-funded Model Risk division with clear pathways across Senior Analyst through Manager bandings.

- True Workplace Flexibility: Permanent headcount with modern hybrid working arrangements across Sydney, Melbourne, or Brisbane (Sydney preferred).

The Company

A tier-one Australian banking institution renowned for robust governance, sophisticated risk architecture, and a progressive people-first workplace. With ongoing expansion across its quantitative risk divisions, the bank is actively scaling capability to match rapid product innovation and heightened regulatory scrutiny. Employees benefit from bespoke professional development, generous parental and lifestyle leave frameworks, and top-tier employee banking concessions.

The Role

Embedded within a dedicated Financial Markets risk team, this role serves as the critical line of independent challenge for all quantitative models deployed across trading desks, Risk, and Treasury. Rather than authoring code from the ground up, you will evaluate model integrity, dissect core assumptions, and ensure the bank's market-facing operations rest on rock-solid quantitative foundations.

Key day-to-day focus areas include:

- Conducting end-to-end technical validations of pricing frameworks and risk engines across linear and non-linear derivatives.

- Assessing the robustness of models spanning FX,



interest rate swaps, and commodity markets.

- Stress-testing underlying quantitative code, mathematical derivations, and input datasets.

- Evaluating IRRBB models and aligning quantitative frameworks with APRA standards such as APS 116, APS 117, and CPS 226.

- Distilling sophisticated quantitative observations into transparent, persuasive narratives for front-office heads and risk leadership.

Your Experience

- Demonstrable experience in a quantitative finance discipline within an investment banking, capital markets, or model risk environment.

- Solid technical grasp of derivative valuation, volatility structures, and market risk mechanics across Rates, Foreign Exchange, or Commodities.

- Familiarity with treasury modelling (IRRBB) and relevant APRA regulatory prudential guidelines.

- Robust coding literacy in languages such as C++ or R, combined with an understanding of trading infrastructure or risk engines (e.g., Murex, Calypso, or QRM).

- Proven aptitude for translating intricate mathematical issues into clear business risk implications.

- Advanced tertiary qualification in Applied Mathematics, Quantitative Finance, Econometrics, Physics, or an aligned quantitative field.

Qualification

- Advanced tertiary qualification in Applied Mathematics
- Quantitative Finance
- Econometrics
- Physics
- or an aligned quantitative field.

At Randstad, we are passionate about providing equal employment opportunities and embracing diversity to the benefit of all. We actively encourage applications from any background.

experience 2 years

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📌 Manager Market Models Validation (Sydney)
🏢 Randstad Pty
📍 Sydney