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Location
Sydney
Salary
$130000 - $180000 per annum, Benefits: Growth Potential l Competitive Salary l Global Investment Bank
Job Type
Permanent
Ref
BH-169366
Contact
Valerie Lai
Posted
about 3 years ago
Excellent opportunity for a technical leader looking to take the next step in their career.


My client is a Tier 1 bank seeking a Manager / Senior Manager - Validation. You will be part of a Global Model Risk Management team.

You will oversee a wide range of projects including:
* Capital calculations (including market and credit risk)
* Economic Capital
* Stress Testing
* Credit Provisioning (IFRS9)

You will look at new models ensuring that they comply with FRTB and APS117 (IRRBB) standards while managing a small team.


Ideal candidate:
* Quantitative background - in quantitative finance, actuarial, statistics, engineering etc.
* Strong understanding of market risk - particularly traded market risk
* Programming skills - in R, C++ or Python
* Ability to communicate to technical and non-technical stakeholders.

This role is based in Sydney. Relocation assistance may be available for the right candidate. My client is also open to candidates based in Singapore and Hong Kong. 



If you or anyone in your network is interested in a confidential chat, please contact Valerie Lai on 02 8227 9200 or click "APPLY" below.