Risk Modeller

3 days ago

Sydney, New South Wales, Australia beBeeCareer Full time $120,000
Model Risk Management Opportunity

This role offers the chance to work in a global Model Risk team responsible for ensuring the appropriateness and integrity of Capital, Provisioning and Stress Testing models across our organization.

As a member of the team, you will play an active role in reviewing models that are used for Capital calculations (including both Market Risk and Credit Risk), Economic Capital, Stress Testing and Credit Provisioning. This includes performing validation for models that are designed to comply with new standards such as FRTB and updates to APS117 (IRRBB) and APS113 (Credit).

  • Relevant qualification in a quantitative discipline
  • 3-7 years of relevant experience in a quantitative role with exposure to modelling and implementation
  • Good understanding of financial markets and key risk factors for financial products
  • Strong written and verbal communication skills with great attention to detail
  • Interest in mathematics and coding and prior experience with Market Risk models will be advantageous

We are a global team that aims to manage the risks of today and anticipate the risks of tomorrow. Our divisions include compliance, credit, financial crime risk, internal audit, market risk, operational risk, aggregate risk and prudential, and central.

Our commitment to diversity, equity and inclusion is evident in our hiring process. We encourage people from all backgrounds to apply and welcome all identities, including race, ethnicity, cultural identity, nationality, gender (including gender identity or expression), age, sexual orientation, marital or partnership status, parental, caregiving or family status, family and domestic violence status, neurodiversity, religion or belief, disability, or socio-economic background.

What You Offer

Job Requirements:

Relevant qualification in a quantitative discipline

3-7 years of relevant experience in a quantitative role with exposure to modelling and implementation

Good understanding of financial markets and key risk factors for financial products

Strong written and verbal communication skills with great attention to detail

Interest in mathematics and coding and prior experience with Market Risk models will be advantageous

Benefits:

Competitive salary and benefits package

Opportunity to work in a global team with diverse roles and responsibilities

Professional development and training opportunities

Recognition and reward for outstanding performance

Others:

Award-winning company culture

Collaborative and supportive work environment

Flexible working arrangements

Access to state-of-the-art technology and tools

Employee Assistance Program

Annual Bonus Scheme

Performance-related bonuses

Additional leave entitlements

Retirement savings plan

Superannuation contributions

Life Insurance

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