Senior Quantitative Risk Professional

6 days ago

Sydney, New South Wales, Australia beBeeRisk Full time $150,000 - $200,000

Quantitative Risk Expert

">

We are seeking a Quantitative Risk Expert to join our Model Risk team in Sydney. This role involves ensuring the integrity of Capital, Provisioning, and Stress Testing models across various domains.

">

As a member of our team, you will be responsible for reviewing models used for Capital calculations (Market Risk and Credit Risk), Economic Capital, Stress Testing, and Credit Provisioning (IFRS9/AASB9).

">

This includes validation for models complying with standards like FRTB, APS117 (IRRBB), and APS113 (Credit). The team has a global scope, validating models for Finance, Group Treasury, and local regulatory requirements worldwide.

">

Key responsibilities include:

">
  • ">
  • Employing theoretical analysis and mathematical research to benchmark best practices and document reviews">
  • Validating models against regulatory requirements and industry standards">
  • Collaborating with cross-functional teams to ensure model accuracy and consistency">
  • Staying up-to-date with market trends and regulatory developments">
">

Requirements

">

To succeed in this role, you should have:

">

At least 3-7 years of experience in a quantitative role involving modeling and implementation

">

Strong understanding of financial markets and risk factors

">

Excellent communication skills and attention to detail

">

Interest in mathematics and coding; experience with Market Risk models is advantageous

">

What We Offer

">

Our organization fosters a diverse, equitable, and inclusive workplace. We welcome applicants from all backgrounds and identities and support individuals needing adjustments during recruitment and work.

">

About Us

">

Our group provides independent review, oversight, and reporting on material risks. We are a global team managing current and future risks across divisions including compliance, credit, financial crime, internal audit, market risk, operational risk, and prudential risk.

">

Benefits

">

Join our dynamic team and enjoy a supportive environment where everyone contributes ideas and drives outcomes.

">

,

  • Quantitative Market Risk Professional

    2 weeks ago

    Sydney, New South Wales, Australia beBeeRisk Full time $180,000 - $210,000

    Market Risk Analyst OpportunityWe are seeking a highly skilled Quantitative Market Risk professional to join our Global Market Risk team in Sydney.Job Responsibilities:Design and maintain Market Risk models, including regulatory capital models for Traded Market Risk and Interest Rate Risk in the Banking Book.Engage with various stakeholders to drive model...

  • Senior Quantitative Analyst, Clearing Risk

    7 days ago

    Sydney, New South Wales, Australia ASX Full time

    Senior Quantitative Analyst, Clearing RiskJoin to apply for the Senior Quantitative Analyst, Clearing Risk role at ASXSenior Quantitative Analyst, Clearing Risk2 days ago Be among the first 25 applicantsJoin to apply for the Senior Quantitative Analyst, Clearing Risk role at ASXASX: Powering Australia's financial marketsWhy join the ASX?When you join ASX,...

  • Senior Quantitative Analyst, Clearing Risk

    2 weeks ago

    Sydney, New South Wales, Australia ASX Full time

    This is a Senior Quantitative Analyst, Clearing Risk role with ASX based in Sydney, NSW, AU == ASX ==Role Seniority - seniorMore about the Senior Quantitative Analyst, Clearing Risk role at ASXASX: Powering Australia's financial marketsWhy join the ASX?When you join ASX, you're joining a company with a strong purpose – to power a stronger economic future...

  • Senior Quantitative Expert

    1 week ago

    Sydney, New South Wales, Australia beBeeQuantitative Full time $100,000 - $150,000

    Job Opportunity: Quantitative Analyst in Clearing Risk ModellingThe role of a Quantitative Analyst in the Clearing Risk Quantitative Modelling Team is to develop and implement quantitative methodologies for risk management. The purpose of this role is to design and execute stress testing and margin methodologies for new products and initiatives.About the...

  • Senior Quantitative Analyst, Clearing Risk

    3 days ago

    Sydney, New South Wales, Australia ASX Full time $70,000 - $120,000 per year

    *ASX: Powering Australia's financial marketsWhy join the ASX?*When you join ASX, you're joining a company with a strong purpose – to power a stronger economic future by enabling a fair and dynamic marketplace for all.In your new role, you'll be part of a leading global securities exchange with a strong brand. We are known for being a trusted market...

  • Senior Risk Professional

    7 days ago

    Sydney, New South Wales, Australia beBeeRiskManagement Full time $120,000 - $175,000

    Senior Risk ConsultantWe are seeking a Senior Risk Consultant to join our team in Sydney. This role involves working with clients in Financial Services to support the management and measurement of financial risks including market risk, credit risk, operational risk, and climate risk.The successful candidate will be involved in engagements that span risk...

  • Quantitative Risk Modelling Specialist

    1 week ago

    Sydney, New South Wales, Australia beBeeRisk Full time $120,000 - $160,000

    About the Role\We are seeking a highly skilled quantitative risk modelling expert to join our organization. This individual will be responsible for developing and validating advanced credit risk models to drive strategic decision-making.\Collaboration with cross-functional teams is essential for implementing and monitoring risk management strategies. The...

  • Quantitative Risk Management Professional

    3 days ago

    Sydney, New South Wales, Australia beBeeRiskManager Full time $160,000 - $240,000

    Model Risk Manager Job DescriptionThis role involves reviewing and validating models used for capital calculations, economic capital, stress testing, and credit provisioning. The successful candidate will have a strong understanding of financial markets and risk factors.Key Responsibilities:Review models for capital calculations, including market risk and...

  • Quantitative Risk Specialist

    2 weeks ago

    Sydney, New South Wales, Australia beBeeRiskManagement Full time $70,000 - $120,000

    We are seeking a seasoned risk management professional to play an integral role in reviewing and challenging Capital models.Key ResponsibilitiesReview and challenge Capital models used for calculations, including Market Risk and Credit Risk.Collaborate with global teams to ensure the integrity of models and identify areas for improvement.Contribute to the...

  • Quantitative Risk Specialist

    1 week ago

    Sydney, New South Wales, Australia beBeeCreditRisk Full time $100,000 - $140,000

    About the RoleOur Market Risk division is seeking a skilled Analyst to support our Credit Models & Insights team.As a Quantitative Modeller Analyst, you will leverage statistical and mathematical modelling expertise to develop and implement credit risk models, ensuring their accuracy and reliability. Proficiency in tools like R, SAS, SQL, Python, and Excel...