Market Risk Policy & Modeling Specialist (FRTB)

HR Partners; Sydney; Vor Ort; AUD 120.000 - 180.000; Vollzeit

Zusammenfassung

HR Partners seeks a six-month Federal Government Market Risk Specialist to provide expert risk and modeling guidance across traded market risk, counterparty credit risk, and IRRBB. You will influence supervisory judgments, strategy, and regulatory policy development.

The role emphasizes leading policy initiatives around FRTB and collaborating with senior leaders, regulators, and industry networks to mitigate and monitor risks.

Qualifikationen

• Expert risk and quantitative modeling guidance across traded market risk, counterparty credit risk, and IRRBB.
• Knowledge of Basel policy framework and international supervisory standards.
• Experience assessing internal risk models used by regulated financial institutions.
• Data analytics, benchmarking, and industry-wide risk analysis to identify trends.
• Engage senior stakeholders and regulators on complex risk topics.
• Collaborate across multi-disciplinary teams to achieve risk outcomes.

Aufgaben

• Provide expert risk and quantitative modeling guidance across traded market risk, counterparty credit risk, and IRRBB.
• Lead and contribute to domestic and international policy initiatives focusing on FRTB.
• Assess and evaluate internal risk models for technical accuracy and compliance.
• Oversee data analytics, benchmarking, and industry-wide risk analysis.
• Engage with senior internal stakeholders, executives in regulated institutions, and regulators.
• Collaborate across multi-disciplinary teams and industry networks to achieve risk outcomes.

Kenntnisse

Traded market risk

Counterparty risk

IRRBB

VaR

Stressed VaR

CVA

Analytical thinking

Problem solving

Policy development

Executive communication

Jobbeschreibung

HR Partners seeks a six-month Federal Government Market Risk Specialist to provide expert risk and modeling guidance across traded market risk, counterparty credit risk, and IRRBB. You will influence supervisory judgments, strategy, and regulatory policy development.

The role emphasizes leading policy initiatives around FRTB and collaborating with senior leaders, regulators, and industry networks to mitigate and monitor risks.