Join a Tier 1 Institution within the Model Validation team focusing on the market risk portfolio.
Permanent Opportunity
Location: Sydney, Australia
WFH: 2 days in office
Drive real change in this fast-paced role in this high performing team
Role & Responsibility:
Independent testing and validation and monitor the clearing house risk models
Developer challenger and benchmark models to support validation
Work with model risk frameworks to support the stages of the model life cycle
Tools: SQL and C#
Requirements:
Tertiary education in Quantitative Finance, Actuarial, Economics, Statistics, Mathematics or Engineering
2+ years of experience of market risk modelling experience
Strong problem solving skills
Ability to convey complex information to non-technical stakeholders
For further information on this role or to confidentially apply, please contact Valerie Lai on 02 8227 9200 or apply directly via the Apply for this job button. Only WORD FORMAT resumes will be accepted.
First Line Risk Opportunity Hybrid Working Environment $170K plus super We are recruiting on behalf of a leading financial services group for a skilled Senior Manager, Risk to join their first line...
We empower exceptional people to deliver exceptional outcomes.
At EBC, we've built a culture of autonomy and freedom where smart, passionate and entrepreneurial people who aspire to the exceptional can truly thrive. If you're a high-performer looking for a space to contribute and belong, come on over and let's chat.