Manager – Markets Model Risk

Ethos BeathChapman; City of Brisbane; Hybrid; AUD 150,000 - 190,000; Full time

Job summary

Ethos BeathChapman is seeking a Manager – Markets Model Risk in Australia. The role offers exposure to senior stakeholders and a broad remit across Financial Markets, Risk and Treasury. You will independently assess and challenge complex models across derivative valuation, market risk, regulatory capital, IRRBB and treasury.

We expect strong quantitative ability, expertise in risk models and programming in C++ or R. Experience with platforms like Murex, Calypso or QRM is highly regarded.

Qualifications

• Extensive quantitative experience in Financial Markets.
• Expertise in derivative valuation and risk models.
• Experience with linear and non-linear products.
• Proven model validation and independent review capability.
• Knowledge of IRRBB and prudential standards.
• Programming in C++ or R.
• Strong stakeholder skills and ability to challenge models.
• Experience with Murex, Calypso, QRM is a plus.

Responsibilities

• Assess and challenge complex models across derivatives valuation.
• Evaluate models for market risk, regulatory capital, IRRBB, and treasury.

Skills

Quantitative Finance

Derivative valuation

Market risk

Regulatory capital

IRRBB

Treasury

Model validation

Stakeholder management

C++

R

Tools

Murex

Calypso

QRM

Job description

Manager – Markets Model Risk

Sydney | Melbourne | Brisbane | Permanent | Hybrid

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:

• Derivative valuation
• Market risk
• Regulatory capital
• IRRBB
• Treasury

What we’re looking for:

• Strong quantitative experience within Financial Markets
• Expertise in derivative valuation and risk models
• Experience across linear and non-linear products
• Strong model validation / independent review capability
• 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.

This is a broad, technically interesting role with strong exposure to senior stakeholders and high-profile model risk work.