Associate Director

5 days ago

Sydney, Australia HAYS Full time

A 9-month contract Associate Director for Market Risk opportunity working for a Big 4 Bank

**Your new company**

This Associate Director for Market Risk is a great job opportunity of working for a leading Financial Services company based in Sydney CBD. It’s a 9-month contract with a great likelihood of extension.

**Your new role**

As an Associate Director for Market Risk, you will ead independent validations of risk and pricing models for Markets and Treasury to ensure that they consistently reflect true economic values, and produce accurate market risk and credit risk exposures for traded and non-traded products. You will be validating all financial models, including pricing and risk models (including Stress), owned by Markets and Treasury, whether those models were developed internally or by an external party prior to implementation and post implementation into a technology asset.

**What you need to succeed**
- Strong understanding and management of model risk
- Financial and numerical literacy
- Experience in derivatives pricing and in the validation of models across traded or non-traded market risk.
- Experience with a programming language, e.g. C++/C#/Python
- Professional experience in quantitative risk management at a bank would be a plus

**What you’ll get in return**

Your hard work and dedication will be rewarded with an experience working with a growing company, an attractive day rate and an opportunity for a great career progression. They also support flexible working arrangements.

**What you need to do now**

If this job isn't quite right for you but you are looking for a new position, please contact us for a confidential discussion on your career.

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