Market Risk Specialist

3 days ago


Brisbane, Queensland, Australia beBeeRisk Full time $150,000 - $200,000

Market Risk Manager

We are seeking a skilled professional to oversee market risks and develop automated model monitoring tools.

  • Key Responsibilities
  • Work with stakeholders to embed, monitor, and review risk management practices.
  • Develop and implement model monitoring tools to enable oversight of model risks.
  • Review and oversee market risks to ensure they are appropriately identified, measured, analyzed, monitored, and controlled.
  • Accountable for development and continuous improvement in reporting provided to senior management.

Additonal responsibilities

  • Independently validate Treasury, Traded/Non-Traded Market Risk, Counterparty Credit Risk, and Liquidity Risk Models in accordance with the bank's model governance standards.

Requirements

  • Extensive experience in market risk oversight and model development or validation.
  • Coding experience in R, Python, SQL, or similar languages.
  • Detailed knowledge of risk management theory and interaction of risk with banking principles.
  • Solid understanding of APRA or Basel equivalents of market risk, counterparty credit risk, and liquidity risk standards.


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