Manager - Markets Model Risk

Ethos BeathChapman; Sydney; Presencial; AUD 120 000 - 180 000; Tempo integral

Resumo da oferta

Ethos BeathChapman is recruiting for a leading financial services organisation's Model Risk role in Sydney, covering Financial Markets, Risk and Treasury. You’ll independently assess and challenge complex models across Market risk, regulatory capital, IRRBB, and treasury functions.

The ideal candidate will have strong quantitative experience in Financial Markets, expertise in derivative valuation and risk models, and knowledge of IRRBB.

Qualificações

• Strong quantitative experience in financial markets.
• Expertise in derivative valuation and risk models.
• Experience with linear and non-linear product types.
• Knowledge of IRRBB and prudential standards.
• Programming experience in C++ and R.
• Strong stakeholder management and ability to challenge models.
• Experience with Murex, Calypso or QRM is a plus.

Responsabilidades

• Independently assess and challenge complex models across Market risk, Regulatory capital, IRRBB and treasury.
• Evaluate models for accuracy, assumptions, and risk implications.
• Collaborate with stakeholders to translate requirements into robust risk models.

Conhecimentos

Quantitative analysis

Derivative valuation

IRRBB knowledge

Multi-asset experience

Programming: C++, R

Stakeholder management

Model risk / challenge

Ferramentas

Murex

Calypso

QRM

Descrição da oferta de emprego

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:-

• Strong 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.