Senior Quantitative Analyst / Manager, Markets Model Validation

You'll play a key role in independently assessing and validating models used across Financial Markets, Risk and Treasury. From derivative valuation and market risk models through to regulatory capital and treasury models, you'll help ensure strong model governance and sound risk management across the business. 

It's an exciting time to join the team. With continued investment in the Model Risk function and a growing focus on supporting increasingly sophisticated products, models and regulatory requirements, you'll have the opportunity to work on some of the bank's most strategic and complex model risk challenges while building deep expertise across markets, treasury and risk disciplines. This growth also creates opportunities for career development and progression as the team continues to expand. 

This is a full-time permanent opportunity based in Sydney, Melbourne, Brisbane or Adelaide. 

You'll work closely with stakeholders across Markets, Risk and Treasury, contribute to high-profile initiatives, and help shape model risk practices across the Group. The role offers exposure to a broad range of financial products, the opportunity to influence decisions at senior levels, and the chance to play a key role in the future growth and success of the team.

• Strong experience working in a financial markets quantitative environment, with expertise in derivative valuation and risk models across a range of products, including linear and nonlinear derivatives.

• Knowledge of IRRBB models and a sound understanding of relevant regulatory standards, including APS111, APS116, APS117, CPS226 and APS180.

• Ability to independently assess, challenge and validate complex valuation and risk models, applying strong analytical and problem solving skills.

• Excellent communication skills with the ability to explain complex quantitative concepts clearly and influence stakeholders at all levels.

• Programming capability in C++, R or a similar language. Experience with version control tools and market risk platforms such as Murex, Calypso, Real Time Credit Engine or QRM will be highly regarded.

To get started, simply click on the APPLY or APPLY NOW button

We’re all about creating a supportive and inclusive community. We welcome everyone no matter your age, gender, background, or abilities. We also provide additional support to welcome our veterans, Indigenous Australians and neurodiverse community.

If you need any adjustments during the recruitment process, you can find more information and contact details on our FAQs and how to contact us page, under the ‘Diversity, sustainability and flexibility’ section.

We may close this job advertisement earlier than the advertised closing date if suitable candidates are identified. We encourage you to apply as soon as possible.