AddressAs the incumbent you will join this prestigious institution's independent validation team to specialise in the validation activity covering risk models across; rates, foreign exchange, energy, commodities, XVA, IRRBB and equity markets.
In this role you will be supported by this banks' strong technical infrastructure and mentored by industry leaders.
- Market leading remuneration + Super + Bonus on offer
- Open to candidates based Australia wide - Remote work available
- Flexible working arrangements on offer - Candidates based in Sydney will be expected to come into the office just 1-2 days per week
Responsibilities:
- Support the validation activity across Traded Market Risk and Non-Traded Market Risk models including; rates, FX, energy, commodities, xVA, IRRBB & equity markets
- Ensure the scope of the independent validation appropriately challenges a model's scope across factors such as; application, methodology, implementation, data and documentation
- Ensure adherence to internal and external policies
- Present validation outcomes to relevant internal and external stakeholders
Requirements:
- Excellent tertiary qualifications in an Applied Mathematical discipline e.g. Engineering, Physics, Statistics, Actuarial etc.
- At least 3 years' experience within a Quantitative team with a focus on Market Risk
- Programming capabilities in; C++, R, Python, C#, C or equivalent.
For further information about this position please contact Olivia on 0409 356 856 or simply click APPLY.
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