Manager – Markets Model Risk

Andrew Keayes - Greater Sydney Area | Professional Profile; Sydney; Hybrid; AUD 150,000 - 190,000; Full time

Job summary

BeathChapman is recruiting a Manager – Markets Model Risk for a leading financial services group in NSW. You will independently assess, challenge and validate complex models across derivatives valuation, market risk, regulatory capital and treasury functions.

The role requires strong quantitative experience in financial markets, hands-on programming (C++, R or similar), and a track record in model validation.

Qualifications

• Strong quantitative experience in Financial Markets and risk modeling.
• Expertise in derivative valuation and risk models.
• Experience with linear and nonlinear products.
• Proven model validation and independent review capability.
• Knowledge of IRRBB and prudential standards.
• Programming in C++, or R or similar.

Responsibilities

• Independently assess and challenge complex models across Financial Markets, Risk and Treasury.
• Validate derivative valuation, market risk and regulatory capital models.
• Engage with senior stakeholders to challenge and improve models.

Skills

Quantitative finance

Derivative valuation

Risk models

Linear & nonlinear products

Model validation

IRRBB knowledge

Programming (C++, R)

Stakeholder engagement

Platform experience (Murex/Calypso/QRM

Tools

Murex

Calypso

QRM

Job description

Manager – Markets Model Risk Ethos BeathChapman•NSW, AU

Manager – Markets Model Risk

Sydney | Melbourne | 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.