Counterparty Financial Risk Specialist - New South Wales - beBeeCreditRisk

    beBeeCreditRisk
    beBeeCreditRisk New South Wales

    4 weeks ago

    $120 000 - $180 000 (AUD) per year

    Job title: Analyst/Senior Analyst

    Description

    Job Description:

    We are seeking a skilled professional to join our Counterparty Credit Risk team in Sydney.


    Our ideal candidate will be responsible for all aspects relating to counterparty credit risk exposure measurement and methodology development.
    This includes enhancing existing CCR models, contributing to the development of new modelling methodologies and tools that meet internal standards and regulatory requirements,
    calibrating risk factor evolution model parameters for newly traded assets and those not yet incorporated into the CCR system,
    maintaining processes that monitor CCR model performance, analyse model outputs, prepare clear reports for stakeholders;
    A key member of our cross-functional group you will work collaboratively with colleagues from diverse backgrounds towards achieving business goals. You'll develop deep expertise in financial markets products, conventions & regulations


    Required Skills & Qualifications:

    • 4+ years experience in financial services preferably investment banking or trading systems support
    • Developing/validating knowledge on Counterparty Credit Models (CCMs)
    • Economic Regulatory Market Understanding;

    • Knowledge of numerical methods stochastic calculus probability theory
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