Quantitative Model Lead

1 week ago

Sydney, New South Wales, Australia beBeeRiskManager Full time $220,000 - $250,000

Derivative Risk Manager

We are seeking an experienced professional to lead the assessment of derivative valuation, risk, and capital models across Trading and Banking Books.

About this role:

This is a permanent, full-time position based in Sydney, with flexibility to consider candidates in Brisbane or Melbourne. You will contribute to critical projects, guide junior team members, and engage with senior stakeholders to deliver high-quality insights and governance.

Key responsibilities:
  • Lead model validation and governance across Financial Markets and Treasury portfolios
  • Work on high-impact projects and strategic initiatives with award-winning teams
You'll need:
  • 7+ years of experience in financial markets quantitative roles
  • Deep knowledge of IRRBB and derivative risk models (linear and non-linear)
  • Strong understanding of regulatory standards (APS111, APS116, APS117, CPS226, APS180)
  • Excellent communication skills to explain complex concepts
  • Programming fluency in C++, R or similar, with experience in version control tools like Git
  • Familiarity with systems such as Murex, Calypso, Real Time Credit Engine, or QRM
  • A collaborative mindset and ability to lead and mentor others
Why work with us?
  • We're passionate about becoming our customers' #1 banking partner for life
  • Flexible work arrangements to achieve a greater work/life balance, including Culture, Lifestyle and Wellbeing leave
  • Tailored learning and development opportunities to grow your career within the bank
  • Opportunities to 'give back' to the Community through volunteering initiatives

We welcome everyone – no matter your age, gender, background, or abilities. We also provide additional support to welcome our veterans, Indigenous Australians and neurodiverse community. If you need any adjustments during the recruitment process, please visit our website for more information.

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