Senior Quantitative Analyst, Market Risk Methodology
ANZ
About Us
At ANZ, we're applying new ways technology and data can be harnessed as we work towards a common goal: to improve the financial wellbeing and sustainability of our millions of customers.
About The Role
ANZ is currently hiring for a role in the Markets Risk team — a Senior Quantitative Analyst.
As a Senior Quantitative Analyst in our Global Markets Risk team, you'll play a key role in development, enhancement, and ownership of market risk models and methodologies supporting Traded Market Risk (TMR), Non-Traded Market Risk (NTMR) and Counterparty Credit Risk (CCR) — including regulatory capital models and internal risk metrics (e.g., VaR, RNIV, Stress Testing).
You are expected to support or lead complex methodological changes or capital reform initiatives and act as a trusted advisor on market risk measurement practices, ensuring the modelling framework remains fit-for-purpose and appropriately calibrated to evolving market conditions and regulatory requirements.
The role requires expertise in quantitative modelling, regulatory frameworks, and risk analytics, with a strong focus on ensuring model integrity, accuracy, and compliance.
Banking is changing and we're changing with it, giving our people great opportunities to try new things, learn and grow.
Whatever your role at ANZ, you'll be building your future, while helping to build ours.
Role Type: Permanent
Role Location: Sydney
What will your day look like?
Lead the design, development, and implementation of market risk models for regulatory capital and internal risk metrics (e.g., VaR, RNIV, Stress Testing).
Support/lead regulatory and strategic change programs by delivering methodology components that underpin accurate capital and risk measurement.
Partner with Finance / Treasury / Front Office to ensure alignment of methodology with business economics and accurate reflection of risk in financial reporting.
Keep abreast of changes in operating environment and regulations (APRA or International regulation as required) and provide strategic advice to the Head of Traded Market Risk (TMR) / Head of Non-Traded Market Risk (NTMR) / Head of Counterparty Credit risk (CCR) / Group General Manager Markets Risk.
Lead model change initiatives, including remediation of regulatory findings, internal reviews, and audit observations.
Ensure full compliance with model governance, internal controls, and risk policies, including documentation and sign-off processes.
What will you bring?
10+ years of experience in financial markets, with strong exposure to traded products across multiple asset classes and risk types, particularly in Traded Market Risk (TMR) and Counterparty Credit Risk (CCR).
Deep quantitative and technical expertise, ideally supported by an advanced degree (e.g., Master's or PhD) in Quantitative Finance, Financial Engineering, Mathematics, Physics, or a related discipline.
Strong programming and computational finance skills, with proficiency in language commonly used for model development or analysis (e.g., Python, R, C++, MATLAB).
Comprehensive understanding of market risk concepts and methodologies, including Value-at-Risk (VaR), Expected Shortfall, Stress Testing, Monte-Carlo simulation, PFE, XVA.
Strong knowledge of regulatory capital frameworks, particularly Capital Adequacy: Market Risk; experience with model governance and regulatory submission processes.
Excellent communication, interpersonal, and stakeholder management skills, with the ability to clearly explain complex quantitative topics to non-technical audiences, influence decisions, and represent Risk in senior-level discussions.
Demonstrated ability to work cross-functionally, engaging effectively with Risk, Front Office, Finance, Technology, Audit, and Regulators.
Experience in regulatory engagement and audit interactions, including ability to lead responses to regulatory reviews, internal audits, and model validation challenge.
Familiarity with risk system architecture, including data pipelines, risk engines, and market data infrastructure.
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.
To find out more about working at ANZ, visit .
You can apply for this role by visiting ANZ Careers and searching for reference number ******.
Job Posting End Date
12/12/2025, *****pm, (Melbourne Australia)
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