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Executive Manager

2 weeks ago

Sydney, Australia KPP Search Full time

-Location
Sydney
Job Type
Credit Risk
Region:

Asia-Pacific
Salary:

A$200k - A$260k
- Job Summary
Responsibilities
- Managing a highly skilled team of Quantitative Analysts across Market & Capital Risk.
- To support the embedment of the FRTB model implementation.
- Partner with senior stakeholders, across market risk, treasury, quantitative modelling, prudential risk and the projects team to deliver this large piece of work.
- Evaluate current capital models and provide expert suggestions and guidance on the design, build and execution of those models.
- Stay up to date with current and relevant regulatory standards that impact the project.
Requirements
- Previous market risk modelling or capital risk modelling experience is critical.
- Trading book modelling experience is critical.
- You must be comfortable with programming languages, Python is ideal, C++ or Java also useful.

To find out more please apply
Post by:

Declan Stark
Reference:

DS569