Markets Model Risk Manager - Derivatives & Valuation

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

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.