Markets Model Risk Manager: Derivatives & Capital

Ethos BeathChapman; Sydney; On-site; AUD 120,000 - 180,000; Full time

Job summary

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.

Qualifications

• 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.

Responsibilities

• 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.

Skills

Quantitative analysis

Derivative valuation

IRRBB knowledge

Multi-asset experience

Programming: C++, R

Stakeholder management

Model risk / challenge

Tools

Murex

Calypso

QRM

Job description

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.