Senior Manager Markets Model Risk
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Job Location:
Monthly Salary:
Posted on:
30+ days ago
Vacancies:
1 Vacancy
Job Summary
- Lead model validation and governanceacross Westpacs Financial Markets and Treasury portfolios
- Work with award-winning teamson high-impact projects and strategic initiatives
- Sydney-based preferred with flexibility to consider candidates in Brisbane or Melbourne
Whats the role
Join Westpacs award-winning Model Risk team responsible for independent validation and oversight of models across the Group. As a Senior Manager youll lead the assessment of derivative valuation risk and capital models across Trading and Banking Books including IRRBB Rates FX and Commodities.
Youll contribute to critical projects guide junior team members and engage with senior stakeholders to deliver high-quality insights and governance.
This is a permanent full-time role based in Sydney (preferred) though we are open to candidates located in Brisbane or Melbourne with flexible working arrangements available.
What do I need
To be successful in this role youll bring:
- Extensive experience (7 years) in financial markets quantitative roles
- Deep knowledge of IRRBB and derivative risk models (linear and non-linear)
- Strong understanding of regulatory standards (APS111 APS116 APS117 CPS226 APS180)
- Excellent communication skills with the ability to influence and explain complex concepts
- Programming fluency in C R or similar with experience in version control tools like Git
- Familiarity with systems such as Murex Calypso Real Time Credit Engine or QRM
- A collaborative mindset and ability to lead and mentor others
Why join us
Were obsessed with becoming our customers #1 banking partner for life and were looking for people who are passionate about helping us achieve that return were committed to making Westpac the best place to work in the country. Here are just a few of the ways were already doing that:
- Special offers on banking products and discounts from top brands including generous employee-only mortgage rates!
- Flexible work arrangements to help you achieve a greater work/life balance and a variety of leave options including Culture Lifestyle and Wellbeing leave.
- Tailored learning and development opportunities to help your grow your career within the bank.
- Lots of opportunities to give back to the Community by getting involved in our many volunteering initiatives
Create your future today
To get started simply click on the APPLY or APPLY NOW button
Were all about creating a supportive and inclusive community. We welcome everyone no matter your age gender background or abilities. We also provide additional support to welcome our veterans Indigenous Australians and neurodiverse community.
If you need any adjustments during the recruitment process you can find out more information and additional contact details by visiting the People with Disability and/or needing Accessibility Requirements page on our website.
Required Experience:
Senior Manager
Key Skills
- Python
- C/C++
- Fortran
- R
- Data Mining
- Matlab
- Data Modeling
- Laboratory Techniques
- MongoDB
- SAS
- Systems Analysis
- Dancing
About Company
Westpac has a long and proud history as Australia's first and oldest bank. It was established in 1817 as the Bank of New South Wales under a charter of incorporation provided by Governor Lachlan Macquarie. In October 1982 it changed its name to Westpac Banking Corporation following th ... View more
