Quantitative Analyst, Market Risk Modelling

3 days ago

Sydney, Australia Westpac Group Full time

**How will I help?**

Reporting to the Executive Manager, Market Risk Analytics, this key quantitative role is responsible for the design, development, implementation, and management of quantitative models used for measuring traded market risk activity at Westpac.

You will support Market Risk Reporting and Market Risk Oversight in investigation and analysis of issues in production systems through continuous improvement and play a leading hand in generating and new processes. You will have the opportunity to not only operate on a BAU basis, but also projects that will allow for tangible results.
Your responsibilities include:

- Play a key role in enhancing, remediating, and re-designing existing market risk models while, designing and developing new market risk models.
- Work with Model Risk to obtain approval for use of new or revised market risk models, by adhering to internal and external model governance requirements and recurring model maintenance requirements.
- Assist Market Risk Replacement (MRR) and FRTB projects on development and implementing of new market risk models and new market risk systems aligned with Basel and APRA requirements, including new interest rate curves and market risk models.

**What is in it for me?**

You will play an important and significant part in the future of a business that has been around for 200 years. Our vision is to become one of the world’s great service companies.

So, we will back you in the development of your career, with internal career prospects and flexible working. You will also be backed by a fantastic team of people in a can-do, supportive structure.

**What do I need?**

**What is it like to work there?**

As well as good pay and a great culture, joining the Westpac family means you will get some of the best banking, wealth, and insurance benefits in the market.

We back our employees by helping them work towards industry recognised qualifications, using online learning, training modules and career planning tools for you to grow with us.

We will even pay you to do volunteer or community work. As an equal opportunity employer, we are proud to have created a culture and work environment that values diversity and flexibility and champions inclusion.

**How do I Apply?**

Start here. Just click on the **APPLY **button.

The health and wellbeing of our employees is our top priority. We have developed clear standards to ensure our people are confident, safe and healthy whether they are working from a Westpac Group site or working from home. These are based on expert medical advice and Safe Work Australia guidelines.

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