AddressDescription:
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
- Career development and flexible WFH
- Generous parental leave
- Competitive remuneration and benefits
- Learning and Training encouraged and nurtured
- 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
For further information on this role or to confidentially apply, please contact Toni Dwyer on 0411 018 *** or apply directly via the Apply for this job button.
