Listed 4 weeks ago
Manager – Markets Model Risk
Compliance & Risk
- Location
- Melbourne, VIC
- Type
- Full-time
About the role
Manager – Markets Model Risk
Sydney | Melbourne | Permanent | Hybrid
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:-
Derivative valuation
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
Strong model validation / independent review capability
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.
This is a broad, technically interesting role with strong exposure to senior stakeholders and high-profile model risk work.
Please email rupinderk@ethosbc.com.au if you’re keen to explore this opportunity. Please only apply if you have the relevant experience outlined above.
Sydney | Melbourne | Permanent | Hybrid
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:-
Derivative valuation
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
Strong model validation / independent review capability
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.
This is a broad, technically interesting role with strong exposure to senior stakeholders and high-profile model risk work.
Please email rupinderk@ethosbc.com.au if you’re keen to explore this opportunity. Please only apply if you have the relevant experience outlined above.
