![Australian Super](https://media.trabajo.org/img/noimg.jpg)
Manager, Model Risk
4 weeks ago
Australia’s $3.7 trillion superannuation industry is facing into a shifting landscape influenced by increased regulatory pressures, disruptive technologies, changes in demographics and ever-changing member expectations. It is critical that we understand and address these forces of change and are also able to adapt at a faster pace to respond to new challenges and capitalise on new opportunities.
Your new role
This is a key role, responsible for managing model risk at the Fund. This role must ensure compliance of Investment models with the Model Risk Management Standard, including conducting independent review over model development, implementation and usage.
This role’s primary responsibility is to manage the risk associated with a broad range of Investment models, including models used for managing derivative exposures, liquidity, risk models and systematic investment strategies.
This role is based in Sydney.
Key Duties will include:
- Conducting model validations consistent with regulatory guidelines and industry-leading edge techniques.
- Performing independent reviews of conceptual soundness, the reasonableness of model output, implementation and any other relevant modelling aspects impacting fit-for-use.
- Working with the model governance team to develop an appropriate validation plan to provide compelling challenges commensurate with the level of model risk.
- Producing documentation of effective processes and materials to support independent reviews and decisions.
- Assisting in performing oversight of investment and financial model’s inventory.
- Developing an effective back testing plan for critical models used across different asset classes and a robust model risk analytics framework for appropriate governance.
- Reviewing the model’s performance, monitoring results and model calibration exercises.
What you’ll need
- Relevant experience in quantitative modelling, especially validating investment and financial models.
- Awareness of the model risk management regulatory landscape.
- Experience in designing models in the following programming languages.
- Python
- SQL
- R
- VBA
- MatLab
- Exposure to Version Control Systems (VCS) or Source Code Management (SCM). For instance,
- Git
- GitHub
- Bitbucket
- Domain expertise in the following areas is preferred.
- Capital Markets
- Fixed/Equities/Derivatives valuations.
- Market risk, counterparty credit risk and liquidity risk.
- Ability to understand and challenge existing models to identify and drive improvements.
- Meticulous attention to detail with a focus on quality and accuracy of outcomes.
- Strong analytical capabilities with demonstrated problem-solving skills and a high level of curiosity.
- A proactive and positive attitude to take on tasks and develop subject matter expertise.
- Excellent organizational abilities to manage tasks according to priority.
- Strong communication skills and ability to engage and influence at senior management levels
- Post-graduate qualifications in quantitative fields like mathematics, statistics, econometrics, computer science, or actuarial studies.
Life at AustralianSuper
AustralianSuper is committed to colleague development, and we support our people with ongoing learning, coaching and training, as well as career opportunities across our expanding global organisation. We offer generous leave entitlements and promote a blended working environment in which all roles can flex, and we’re happy to discuss what this looks like for you.
We are committed to supporting our diverse workforce in a way that is inclusive and embraces diversity in all its forms. If you require any reasonable adjustments to the recruitment process or the role, please let our recruitment team know.
What’s next
Apply now, if you share our values of Energy, Integrity, Generosity of Spirit and Excellent Outcomes and would like the opportunity to work in a challenging, growing and rapidly evolving team to deliver outstanding results.
Australian or New Zealand citizenship or Australian permanent residency status is required.
Progress powered by purpose.
-
Manager, Model Risk
7 days ago
Sydney, Australia AustralianSuper Full timeAustralia’s $3.7 trillion superannuation industry is facing into a shifting landscape influenced by increased regulatory pressures, disruptive technologies, changes in demographics and ever-changing member expectations. It is critical that we understand and address these forces of change and are also able to adapt at a faster pace to respond to new...
-
Manager, Model Risk
2 weeks ago
Sydney, New South Wales, Australia AustralianSuper Full timeAustralia's $3.7 trillion superannuation industry is facing into a shifting landscape influenced by increased regulatory pressures, disruptive technologies, changes in demographics and ever-changing member expectations. It is critical that we understand and address these forces of change and are also able to adapt at a faster pace to respond to new...
-
Manager, Model Risk
2 weeks ago
Sydney, New South Wales, Australia Australian Super Full timeAustralia's $3.7 trillion superannuation industry is facing into a shifting landscape influenced by increased regulatory pressures, disruptive technologies, changes in demographics and ever-changing member expectations. It is critical that we understand and address these forces of change and are also able to adapt at a faster pace to respond to new...
-
Manager, Model Risk
2 weeks ago
Sydney, New South Wales, Australia eFinancialCareers Ltd. Full timeJob DescriptionAustralia's $3.7 trillion superannuation industry is facing into a shifting landscape influenced by increased regulatory pressures, disruptive technologies, changes in demographics and ever-changing member expectations. It is critical that we understand and address these forces of change and are also able to adapt at a faster pace to respond...
-
Manager Modelling
4 weeks ago
Sydney, Australia ING Full timeWe have done it again! For the 4th consecutive year ING Australia has been recognised by Canstar as Australia's most recommended bank and we're on the hunt for an experienced **Manager Risk Modelling** in our **Integrative Risk** space. What we’re building is something special, a state of the art risk management function, ensuring that the requirements of...
-
Credit Risk Modeller
2 weeks ago
Sydney, Australia Bluefin Resources Full time**Senior Credit Risk Modeller** **Location** - Sydney / Brisbane / Melbourne (Hybrid WFH & onsite) **Salary** - Competitive $$ - happy to disclose **Length** - ASAP to March 2024 An excellent opportunity exists for a Credit Risk Modeller within one of Australia's largest financial service institutions. Work in a team to remediate their stress testing...
-
Quantitative Manager, Model Risk
2 weeks ago
Sydney, New South Wales, Australia Westpac Banking Corporation Full timeQuantitative Manager, Model Risk - Markets Permanent opportunity to join the Model Risk Team Flexible Hybrid working environment Open to any location across AustraliaHow will I help?The Model Risk team is responsible for the independent validation of all models across Westpac Group as well as other model risk management activities. The team and its members...
-
Quantitative Manager, Model Risk
2 weeks ago
Sydney, New South Wales, Australia EFinancialCareers Ltd. Full timeQuantitative Manager, Model Risk - Markets Westpac Banking Corporation Sydney, Australia Quantitative Manager, Model Risk - Markets Westpac Banking Corporation Sydney, Australia Posted 5 days ago Permanent Competitive Job Description Permanent opportunity to join the Model Risk Team Flexible Hybrid working environment Open to any location across Australia...
-
Credit Risk Modeller
2 weeks ago
Sydney, New South Wales, Australia BeathChapman Pte Ltd Full timeCredit Risk Modeller with BH | Ethos BC Job Search Accounting, Audit & Finance Credit Risk Modeller Location Sydney Salary $ $150000 per annum Job Type Permanent Ref BH Contact Eugena Gong Posted almost 4 years ago The Role:My client, a Tier-1 Australian Bank is looking for a Credit Risk Modeller to build and enhance existing capabilities through research...
-
Credit Risk Modelling Manager
2 weeks ago
Sydney, New South Wales, Australia ING Group Full timeCredit Risk Modelling Manager - Integrative RiskING offers you the opportunity to be part of our growth story and add an International bank experience to your CV.If you're a competent Credit Risk Modelling professional looking for your next move, our Credit Risk Modelling Manager, within our Integrative Risk team, offers you a varied challenging role in a...
-
Credit Risk Modelling Manager
4 weeks ago
Sydney, Australia ING Group Full timeCredit Risk Modelling Manager - Integrative Risk We have done it again! For the 4th consecutive year ING Australia has been recognised by Canstar as Australia's most recommended bank and we're on the hunt for an experienced **Credit Risk Modelling Manager - Integrative Risk**. What we're building is something special, a state-of-the-art risk management...
-
Credit Risk Modelling Manager
2 weeks ago
Sydney, New South Wales, Australia ING Group Full timeCredit Risk Modelling Manager - RetailThe future is bright for ING Australia and your career. Winner of Canstar's bank of the year for the 4th consecutive year, we offer an inclusive culture, hybrid working and great benefits.As ING's Credit Risk Modelling Manager in our Retail Credit Risk team, you'll develop, evaluate and monitor new and existing business...
-
Credit Risk Modelling Manager
2 weeks ago
Sydney, Australia ING Full timeWe have done it again! For the 4th consecutive year ING Australia has been recognised by Canstar as Australia's most recommended bank and we're on the hunt for an experienced **Credit Risk Modelling Manager - Integrative Risk**. What we’re building is something special, a state-of-the-art risk management function, ensuring that the requirements of...
-
Credit Risk Modelling Manager
4 weeks ago
Sydney, Australia ING Group Full timeWe have done it again! For the 4th consecutive year ING Australia has been recognised by Canstar as Australia's most recommended bank and we're on the hunt for an experienced **Credit Risk Modelling Manager - Integrative Risk**. What we're building is something special, a state-of-the-art risk management function, ensuring that the requirements of...
-
Quantitative Manager, Model Risk
2 weeks ago
Sydney, New South Wales, Australia Westpac Group Full timePermanent opportunity to join the Model Risk Team Flexible Hybrid working environment Open to any location across Australia How will I help? The Model Risk team is responsible for the independent validation of all models across Westpac Group as well as other model risk management activities. The team and its members have received a number of awards...
-
Credit Risk Modelling Manager
2 weeks ago
Sydney, Australia ING Group Full timeCredit Risk Modelling Manager - Integrative Risk ING offers you the opportunity to be part of our growth story and add an International bank experience to your CV. If you're a competent Credit Risk Modelling professional looking for your next move, our **Credit Risk Modelling Manager, **within our Integrative Risk team, offers you a varied challenging role...
-
Model and Financial Risk Governance Manager
4 weeks ago
Sydney, Australia Insurance Australia Group LTD Full timeModel and Financial Risk Governance Manager Create impact as a **Model and Financial Risk Governance Manager** Join the largest insurance group in Australia and New Zealand. **YOUR ROLE** Your duties will involve reviewing financial risk papers, including ICAAP, Recovery Plan, Strategic Asset Allocation (SAA), and providing constructive challenge and...
-
Model and Financial Risk Governance Manager
4 weeks ago
Sydney, Australia IAG New Zealand Full timeCreate impact as a **Model and Financial Risk Governance Manager** Join the largest insurance group in Australia and New Zealand. **YOUR ROLE** Your duties will involve reviewing financial risk papers, including ICAAP, Recovery Plan, Strategic Asset Allocation (SAA), and providing constructive challenge and feedback to paper owners and the EGM, Enterprise...
-
Credit Risk Modeller
2 weeks ago
Sydney, New South Wales, Australia Westpac Group Full timeCredit Risk Modeller (38307)**- Permanent Location: Sydney, Melbourne, BrisbaneHow will I help?As a Credit Risk Modeller in the team will be responsible for the delivery of core predictive analysis, modelling and model performance activities for Westpac Group portfolios in the areas of credit capital modelling.You will: Use your maths and statistics...
-
Credit Risk Modelling Manager
2 weeks ago
Sydney, New South Wales, Australia Ethos BeathChapman Full timeJob Details:LocationSydneySalary$ $160000 per annumJob TypePermanentRefBHContactValerie Lai- Contact phone- Postedabout 4 hours ago Join a Tier 1 Institution as the business grows their Credit Risk Modelling team overseeing a wide range of models including PD, LGD, and EAD models. Permanent Opportunity Location: Sydney Drive real change in this fastpaced...