Quantitative Manager, Model Risk - Markets

at  WESTPAC BANKING CORPORATION

JOB DESCRIPTION

• Permanent opportunity to join the Model Risk Team
• Flexible Hybrid working environment
• Open to any location across Australia

HOW DO I APPLY?

Start here. Just click on the APPLY or button.
At Westpac we are committed to providing a supportive culture and creating diverse, inclusive, and accessible workplaces, branches, products and services for our customers, employees, and community. This role is open to experienced candidates seeking a discussion around workplace flexibility. We invite candidates of all ages, genders, sexual orientation, cultural backgrounds, people with disability, neurodiverse individuals, and Indigenous Australians to apply. If you have questions about the recruitment process, please email talentacquisition@westpac.com.au.
Do you need reasonable adjustments during the recruitment process?
We can provide reasonable adjustments for individuals with disability and/or neurodiversity. If you require an adjustment to be made during the recruitment process at any stage, please call 1800 655 592 Option 2.3 or email talentacquisition@westpac.com.au
Job ID 300001018834908

• Contribute to building an independent model valuation and risk library (in C++)
• Validation of models used for pricing and risk in Financial Markets & Treasury
• Assistance in the implementation of new products into risk systems.
• Development and enhancement of independent models used for validation.
• Present validation outcomes to management, model owners and developers.
  This role offers the opportunity to gain exposure to a wide range of products within the Financial Markets modelling, including: interest rates, foreign exchange, equities and commodities.