Quantitative Manager | Models

Quantitative Manager | ModellingWorking with a top-tier financial institution who is in need of a strong quantitative modeler with key skills across IRRBB/Balance Sheet Modelling.The roleYou will lead the development and implementation of Balance Sheet Management and IRRBB (Interest Rate Risk in the Banking Book) models to improve risk measurement and management in line with APS117 regulatory standards. You will work closely with colleagues in Product, Finance, and Risk to optimize business opportunities within clearly understood and acceptable risk parameters. This role offers a hands-on opportunity to develop IRRBB models in a high-performing team supported by talented and technical peers.Required Skills

• Minimum 5 years' experience within financial markets/quantitative modelling etc.
• Strong academic/tertiary qualifications in a mathematical discipline - mathematics, statistics, engineering, finance etc.
• Strong skills in SQL & Python/R
• Desirable - strong IRRBB knowledge/Balance Sheet Models
• Experience in Banking & their products

For further information about this position please contact Madison on 0431 475 714 or simply click APPLY.