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About the Role
Provide independent oversight and validation of models used across Financial Markets, Risk and Treasury. Work on diverse models covering derivative valuation, risk measurement and capital frameworks, partnering with stakeholders. Influence key decisions, contribute to projects, and strengthen model risk governance.
Responsibilities
- Provide independent oversight and validation of models used across Financial Markets, Risk and Treasury.
- Work on a diverse range of models covering derivative valuation, risk measurement and capital frameworks.
- Partner with stakeholders across the organisation.
- Influence key decisions.
- Contribute to important projects.
- Strengthen model risk governance across the Group.
Requirements
- Strong experience working in a financial markets quantitative environment.
- Expertise in derivative valuation and risk models across a range of products, including linear and nonlinear derivatives.
- Knowledge of IRRBB models.
- Sound understanding of relevant regulatory standards, including APS111, APS116, APS117, CPS226 and APS180.
- Ability to independently assess, challenge and validate complex valuation and risk models.
- Strong analytical and problem solving skills.
- Excellent communication skills with the ability to explain complex quantitative concepts clearly and influence stakeholders at all levels.
- Programming capability in C++, R or a similar language.
- Experience with version control tools and market risk platforms such as Murex, Calypso, Real Time Credit Engine or QRM will be highly regarded.
Skills
- Derivative valuation
- Risk models
- IRRBB models
- Regulatory standards
- Analytical skills
- Problem solving skills
- Communication skills
- C++
- R
- Version control tools
- Murex
- Calypso
- Real Time Credit Engine
- QRM
Location
- Sydney / Warrane, Gadigal Country
Work Type
- Full time
- Permanent
Experience Level
- Manager
Benefits
- Special offers on banking products
- Discounts from top brands
- Generous employee-only mortgage rates
- Flexible work arrangements
- Variety of leave options including Culture, Lifestyle and Wellbeing leave
- Tailored learning and development opportunities
- Opportunities to give back to the Community by getting involved in volunteering initiatives
About the Company
- One of Australia's leading banking groups.
- Obsessed with becoming our customers #1 banking partner for life.
- Committed to making Westpac the best place to work in the country.
Equal Opportunity
- We’re 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 more information and contact details on our FAQs and how to contact us page, under the ‘Diversity, sustainability and flexibility’ section.
- We may close this job advertisement earlier than the advertised closing date if suitable candidates are identified.
- We encourage you to apply as soon as possible.