Senior Manager, Model Risk
Location - Sydney
Join this leading Australian bank to work in their Model Validation team covering various risk classes from market risk and credit risk.
About the role:
Join a supportive team focused on validating and enhancing models used for capital calculations, stress testing, economic capital, and credit provisioning. This includes assessing models designed to meet evolving regulatory standards for APS117 and APS 113 etc.
You’ll use advanced analytical techniques and mathematical methods to benchmark best practices, support organisational objectives, and deliver detailed documentation of model reviews.
This opportunity suits candidates with strong quantitative skills, an eye for detail, and a passion for innovation in a highly regulated environment.
Requirements:
* Minimum 5 years in modelling, validation, development and implementation across various risk classes.
* Strong Tertiary qualifications in a Quantitative field – Mathematics, Statistics, Applied Finance etc.
* Strong SQL, R and/or Python skills.
* Good knowledge of financial markets/financial products.
* Excellent written and verbal communication skills, coupled with a keen eye for detail.
For further information about this position please call;
Madison - 0431 475 714 or madison@bluefinresources.com.au
Olivia - 0409 356 856 or olivia@bluefinresources.com.au
Email your CV or simply click APPLY.
Consultant
madison@bluefinresources.com.au
Reference number: BH-58832
Profession:Data & Analytics Financial Risk Management & Quantitative Analytics
Company: Bluefin Resources
Date posted: 21st Nov, 2024