Model Risk Quantiative Analyst

Model Risk Quantiative Analyst
Company:

Robert Walters Australia


Details of the offer

Opportunity to join a leading big 4 bank and engage in the independent validation of derivative pricing and risk models across various markets including rates, foreign exchange, commodities, and equities.Key Responsibilities:Contribute to the development of an independent model valuation and risk library (using C++).Validate models used for pricing and risk in Financial Markets & Treasury.Assist with the implementation of new products into risk systems.Develop and enhance independent models used for validation.Present validation outcomes to management, model owners, and developers.Key Requirements:At least 6-7 years of experience in a financial market quantitative team.In-depth knowledge of financial markets derivative models, including linear derivatives (e.g., swaps, futures, CDS) and nonlinear derivatives (e.g. exotics)Ability to challenge derivative valuation and risk models.Understanding of regulatory expectations related to derivatives, including APS111, APS116, APS117, CPS226, and APS180.Proficiency in programming with C++ and R, and experience with version control software like Git.Excellent written and interpersonal communication skills, with the ability to explain complex issues efficiently and effectively. Proven ability to communicate with influence.Ability to work independently and as part of a team, with excellent time management skills to meet tight deadlines and adapt to changing priorities.Experience using front office and risk systems such as Murex, Calypso, Algorithmics RiskWatch, and Real Time Credit Engine is advantageous.Aboriginal and Torres Strait Islander Peoples are encouraged to apply.To apply please click apply or call Ali Heffernan on 02 8289 3193 for a confidential discussion. Contract Type: FULL_TIME Specialism: Banking & Financial Services Focus: Risk - Credit / Mkt/ Operational Industry: Banking Salary: Competitive Salary Workplace Type: Hybrid Experience Level: Mid Management Location: Sydney CBD FULL_TIME Job Reference: 1978650/001 Date posted: 7 June 2024 Consultant: Ali Heffernan sydney banking-financial-services/risk-credit-mkt-operational 2024-06-07 2024-07-07 banking Sydney CBD New South Wales AU Robert Walters https://www.robertwalters.com.au https://www.robertwalters.com.au/content/dam/robert-walters/global/images/logos/web-logos/square-logo.png true An exciting opportunity has arisen for a Senior Relationship Manager to develop the development finance team within a major financial institution. This role offers the unique chance to establish and manage a new portfolio of real estate developers, providing tailored lending solutions in the greater Sydney metropolitan area. This role is looking for indiviudals with real estate knowledge across the construction and development space.The position involves assisting in meeting CPS230 requirements within the Customer & Corporate Services division, promoting consistent implementation and integrating key objectives.The role requires fostering a robust risk culture that reflects our values and principles, while balancing business and customer requirements.This position entails collaborating with key stakeholders as a subject matter expert to manage, advise, and ensure compliance with all risk and control requirements, as well as implementing solutions to address risk and control challenges. Salary: AUD120,000 - AUD150,000 per annum Location: Sydney CBD Date posted: 24 May 2024 Our client is seeking a dedicated and experienced Senior Advisor for Client Onboarding to join their dynamic team. This role is integral to the smooth operation of the wealth management department, providing essential support in account lifecycle management. The successful candidate will be responsible for managing new client onboarding requests, providing pre-onboarding advice, and acting as a subject matter expert in relation to new account opening. This includes Know-Your-Customer (KYC) and Source-of-Wealth (SoW) profiling. The role also involves staying up-to-date with the latest regulatory, policy, and procedural requirements.Our client is a global leader in financial information services with operations in more than 30 countries. They are currently seeking an Associate Director for their Structured Finance and Covered Bonds team based out of Sydney. This role offers the opportunity to join an experienced team, gain exposure to a majority of issuers in the market, and work on a variety of asset classes. The successful candidate will have the chance to make a real impact in a company that values diversity, authenticity, and innovative thinking. Salary: AUD130,000 - AUD150,000 per annum + + Bonus Location: Sydney Date posted: 21 May 2024 Opportunity to join a leading global bank in a Relationship Manager role covering a number of sectors.Ensure that the first line takes full ownership of risk management by performing appropriate risk management activities of risk identification, assessment, measurement, control, reporting and escalation to operate within organisational risk appetite in pursuing its strategic plan.Come join our global team of creative thinkers, problem solvers and game changers. We offer accelerated career progression, a dynamic culture and expert training.
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Model Risk Quantiative Analyst
Company:

Robert Walters Australia


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