Job Overview
The Senior Analyst, Model Risk Management role is a critical position that requires strong technical abilities and excellent communication skills.
You will work in the Model Risk Management team, responsible for managing model risk relating to Clearing House risk models.
* Manage ASX Registers relating to models, including documentation, model maintenance, and validation records.
* Develop challenger/benchmark models to support validation, ongoing model monitoring, and model outcomes analysis.
* Liaise with external stakeholders on ASX models.
* Author reports and presentations detailing validation of models for management and regulators.
* Coordinate UAT testing activities for the wider Clearing Risk Quantification & Oversight team.