- Global model validation team
- Quantitative opportunity - working on Credit Risk models with some exposure to Derivative Pricing and Market Risk models
In this global team you are responsible for ensuring the integrity of key financial models used by the bank.
You will also participate in a broad range of modelling work, including:
- validating credit risk models across the Group, including models used for economic and regulatory capital (IRB), valuation adjustments (IFRS9) and business decisions (credit scorecards)
- exposure to derivative pricing models and market risk models
- maintaining efficient communication with model owners regarding modelling, back testing and evaluation of model performance
This role will suit a person with about 1 - 4 years demonstrated experience in a Quantitative role, a degree in a relevant discipline and an interest in the financial markets. Good programming skills would be an advantage.
If you feel you are the correct person for this role, please get in touch with Jessica Swann on 0202512100 and apply to this advert.
Sthree Australia is acting as an Employment Agency in relation to this vacancy.