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Location
Sydney
Salary
800-1100 Daily Rate
Job Type
Contract
Ref
BH-183431
Contact
Toni Dwyer
Posted
about 1 year ago
My client is a top tier bank with 2x contracting positions available in their highly technical (and highly sought after) Model Risk team. They are looking for a skilled Model Risk Validation Specialist to play a key role in validating derivative pricing and risk models across diverse financial markets.

Key Responsibilities:
  • Validate models for pricing and risk in Financial Markets and Treasury, including interest rate risk.
  • Assist with model risk management for new product implementations.
  • Develop and enhance independent validation models.
  • Present validation outcomes to management, model owners, and developers.
What We Offer:
  • Exposure to a wide range of products, including rates, foreign exchange, equities, and commodities.
  • Opportunity to work in a high-performance, award-winning team.
Requirements:
  • 4-5 years in a financial market quantitative role with knowledge of derivatives.
  • Understanding of regulatory expectations and IRRBB models is a bonus.
  • Tertiary qualification in financial mathematics or related field.
  • Strong communication skills and ability to explain complex issues clearly.
  • Excellent time management and ability to handle changing priorities.
  • Experience in programming (R, Python, C/C++/C#) and familiarity with version control software.
  • Knowledge of front office and risk systems (Murex, Calypso, etc.) is advantageous.

Please apply directly via the Apply for this job button.