About the role
:
As the incumbent you will join this prestigious institutions Model Validation function to deliver pricing models, valuation models, VaR models & Building XVA's, FVA, CVA etc.
In this role, you will be providing model risk assistance in the implementation of new products into validation & risk systems. Work with a team on validation of quantitative models across risk/pricing within Financial Markets/Treasury. You will provide development and enhancements for independent models used for validation, and present outcomes to model owners/developers.
Furthermore, you will also get the opportunity to be exposed to a wide range of products within the Financial Markets modelling.
Responsibilities:
1. Validation of quantitative models for pricing and risk in financial markets/treasury
2. Assistance with model risk in the implementation of new products
3. Develop/enhance of independent models for validation
4. Present outcomes to management, developers and model owners on validation results
Requirements:
5. Minimum 3-4 years in financial market risk/quantitative team across pricing models, valuation models, VaR models etc.
6. Experience with either Traded or non-Traded risk
7. An excellent tertiary qualification in quantitative discipline, with a focus on financial mathematics or similar
8. Strong communication skills verbal/written to present and work across teams
9. Team player with a wiliness to learn
For further information about this position please email your CV, contact Madison on 0431 475 714 or simply click APPLY.
Reference Number: BBBH53708_168983861656501 Reference Numbe: Contact Details: Madison Wiles