Select how often (in days) to receive an alert: Quantitative Analyst, Markets Risk Division: RiskLocation: Sydney About Us At ANZ, we're shaping a world where people and communities thrive, driven by a common goal: to improve the financial wellbeing and sustainability of our millions of customers. About the Role Role Title: Quantitative Analyst, Markets Risk,Role Location: Sydney CBDRole Type: 12 month fixed term (external)/secondment (internal), Full-timeThe purpose of the role is to:Support the Global Capital Markets business in achieving its growth aspirations and fulfilling regulatory obligations through the validation of risk models across Traded and Non-Traded Markets Risk, as well as Counterparty Credit Risk.This role is primarily focused on validating the integration of Suncorp Bank into ANZ's APS 116, APS 117 and APS 180 models. What will your day look like? Key accountabilities will include, but are not limited to:Collaborating closely with project teams and Market Risk Managers to assess requirements under APS 116, APS 117 and APS 180;Play a pivotal role in validating the integration of Suncorp Bank into APS 116, APS 117 and APS 180 models and their specification and implementation in Markets Risk core systems;Providing quantitative risk support, review, and challenge on modelling choices and assumptions;Proactively assessing risk methodology issues, participating in discussions with Technology teams and model developers to aid in their timely remediation and resolution. Effectively communicating, influencing decisions, and negotiating outcomes;Assisting in providing thorough quantitative and qualitative analysis; preparing comprehensive documentation, and explicitly liaising with stakeholders as a quantitative subject matter expert to achieve excellent audit outcomes.Cultivating a reputation for credibility, integrity, and technical excellence contributing to the overall success and reputation of the validation team.Establishing a positive, open, collaborative, and efficient working culture in all interactions, serving as a role model within and outside the validation team. Contributing to embedding a strong risk culture in ANZ and ensuring alignment with established risk and compliance principles and policies. What will you bring? To be successful in the role, you will have the following:Extensive experience in Market Risk or Financial Markets in a quantitative role;Strong knowledge of Financial Mathematics and derivatives products across multiple asset classes;Strong computational finance skills preferred (eg. Excel, VBA, SQL, Python);Sound understanding of Market and Counterparty Credit Risk management in both the Banking book and Trading book;Familiarity with regulatory obligations, and the ability to interpret requirements under APRA prudential standard APS 116, APS 117 and APS 180;Ability to communicate Market Risk and quantitative concepts clearly and effectively to stakeholders;Demonstrated analytical and problem-solving skills with meticulous attention to detail;Relationship building skills and the ability to influence outcomes;Collaborative and team focused;You're not expected to have 100% of these skills. At ANZ a growth mindset is at the heart of our culture, so if you have most of these things in your toolbox, we'd love to hear from you. So why join us? From the moment you join ANZ, you'll be doing meaningful work that will shape a world where people and communities thrive.But it's not just our customers who'll feel your impact. You'll feel it too. Because at ANZ, you'll have the resources, opportunities, and support you need to take the next big step in your career.We're a diverse bunch at ANZ in different roles, different locations, doing different things. That's why we have a range of flexible working arrangements, so our people can 'make work, work for them'. We also provide a range of benefits including access to health and wellbeing services and discounts on selected products and services from ANZ and more.At ANZ, you'll be part of an organisation where the different backgrounds, perspectives and life experiences of our people are celebrated. That's because we're committed to building a workplace that reflects the diversity of the communities we serve. We welcome applications from everyone and encourage you to talk to us about any adjustments you may require to our recruitment process or the role itself. If you're a candidate with a disability or access requirement, and have an enquiry about the support provided, please let us know on your application or visit ANZ Accessibility and Inclusion Programs for alternate contact methods. Job Posting End Date