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Listed 4 weeks ago

Manager – Markets Model Risk

Ethos Beath Chapman - Australia

Compliance & Risk
Location
Sydney, NSW
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.
Apply

via ethosbc.com

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