Senior Manager - Model/Market Risk

Senior Manager OR Manager, Market Risk Model Validation
Location - Australia flexible
Join this leading Australian bank to work in their award-winning Market Risk Model Validation team covering, Traded and Non-Traded Market Risk Models.
About the role:
As the incumbent you will join this prestigious institutions Model Validation function to deliver pricing models, valuation models, VaR models & Building XVA's, FVA, CVA etc.
In this role, you will be providing model risk assistance in the implementation of new products into validation & risk systems. Work with a team on validation of quantitative models across risk/pricing within Financial Markets/Treasury. You will provide development and enhancements for independent models used for validation, and present outcomes to model owners/developers.
Furthermore, you will also get the opportunity to be exposed to a wide range of products within the Financial Markets modelling.
Responsibilities:

• Validation of quantitative models for pricing and risk in financial markets/treasury
• Assistance with model risk in the implementation of new products
• Develop/enhance of independent models for validation
• Present outcomes to management, developers and model owners on validation results

Requirements:

• Minimum 4 years in financial market risk/quantitative team across pricing models, valuation models, VaR models etc.
• Experience with either Traded or non-Traded risk
• An excellent tertiary qualification in quantitative discipline, with a focus on financial mathematics or similar
• Strong communication skills verbal/written to present and work across teams
• Team player with a wiliness to learn

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