Market Model Risk Lead - Derivatives & Treasury

Ethos BeathChapman; Sydney; On-site; AUD 150,000 - 190,000; Full time

Job summary

Ethos BeathChapman is seeking a Model Risk professional in a leading financial services organisation. You will independently assess and challenge complex models across market risk, regulatory capital, IRRBB and treasury, with exposure to senior stakeholders on high‑profile model risk work.

Strong quantitative experience in Financial Markets, expertise in derivative valuation and risk models, and programming skills in C++ or R are required. Experience with Murex, Calypso or QRM is highly regarded.

Qualifications

• Strong quantitative experience within Financial Markets.
• Expertise in derivative valuation and risk models.
• Experience across linear and non-linear products.
• Knowledge of IRRBB and prudential standards.
• Programming experience in C++, R or similar.
• Experience with Murex, Calypso, QRM or similar platforms would be highly regarded.

Responsibilities

• Independently assess and challenge complex models across market risk, regulatory capital, IRRBB and treasury.
• Engage with senior stakeholders on high-profile model risk work.

Skills

Financial Markets

Derivative valuation

Risk models

Linear & non-linear

IRRBB

C++, R

Stakeholder management

Murex/Calypso/QRM

Job description

Ethos BeathChapman is seeking a Model Risk professional in a leading financial services organisation. You will independently assess and challenge complex models across market risk, regulatory capital, IRRBB and treasury, with exposure to senior stakeholders on high‑profile model risk work.

Strong quantitative experience in Financial Markets, expertise in derivative valuation and risk models, and programming skills in C++ or R are required. Experience with Murex, Calypso or QRM is highly regarded.