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    Manager - Market Risk Model Validation - Sydney, Australia - Ethos BeathChapman

    Ethos BeathChapman background
    Full time
    Description

    Job Opportunity: Model Risk Analyst

    Description:
    My client is a to tier bank looking for a Manager/ Senior Quant Analyst to join their Model Risk Team in a permanent role.

    The role is validating derivative pricing and risk models across various markets whilst liaising and collaborating with teams.

    Responsibilities:

    • Build independent model valuation and risk library
    • Validate models for Financial Markets & Treasury
    • Assist in new product implementation
    • Develop and enhance validation models
    • Liaise and present outcomes to stakeholders

    Benefits:

    • Career development and flexible WFH
    • Generous parental leave
    • Competitive remuneration and benefits
    • Learning and Training encouraged and nurtured

    Requirements:

    • 2 - 7 years experience in financial market quantitative roles
    • Strong knowledge of Market Risk
    • Relevant regulatory understanding
    • Proficiency in C++ and R
    • University Degree in relevant field of studies
    • Excellent communication and time management skills
    • Experience with Murex, Calypso, or similar systems is desired but not essential

    Open to Brisbane and Melbourne Candidates.

    For further information on this role or to confidentially apply, please contact Toni Dwyer on or apply directly via the Apply for this job button.



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