Job Description
Senior Quantitative Analyst: Model Risk & Markets
- Leading Bank
- Permanent Role
- Model Risk Team
The Company
A major Australian financial institution is seeking a Senior Quantitative Analyst to join its Markets Model Risk team in Sydney. This is a permanent, technical role focused on ensuring that valuation, risk, and capital models are mathematically sound and fit for their intended purpose.
You will work within a high-performing environment that prioritizes technical quality and independent challenge across trading and banking books.
The Role
- Independent Model Assessment: Evaluate valuation, risk, and capital models across various asset classes, specifically covering interest rates, foreign exchange, and commodities.
- Technical Validation: Review and test models used across Financial Markets, Risk, and Treasury to ensure they are robust and well-understood.
- Stakeholder Engagement: Partner with a ...