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Location
Sydney
Salary
$1400000 per annum, Benefits: $170,000 Base + Superannuation
Job Type
Permanent
Ref
BH-180787-6
Contact
Toni Dwyer
Posted
11 days ago
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 0411 018 788 or apply directly via the Apply for this job button.