Risk Manager - Model Review

Location: Melbourne
Reference: 2970674
Salary: $150,000 +
Geraint Cooper
Email: email Geraint
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Reporting to the Head of Monitoring and Validation, you will play an important leadership role in supporting the management of model risk by providing an independent view on the development, implementation and use of Medium material models. This role has been created to provide increased governance over model risk landscape.

You are somebody who has come from a quantitative background, with exemplary excel and modelling skills, and have a proven track record as a leader in this space. In return, this challenging and rewarding role will provide you with the opportunity to lead a team of talented and motivated individuals and make carefully considered and executed contributions that will ultimately uplift governance.

What you’ll be doing…
  • Manage a team of reviewers ((Senior) Associates & Associate Directors)
  • Lead prioritisation of reviews across the team
  • Maintain overview of external / regulatory environment relating to models
  • Guide methodologies and standards for the area’s work
  • Support of broader team's (Monitoring & Validation / Risk, Data & Analytics) priorities
  • Be the key contact for model reviews
  • Represent the team in meetings, forums and committees


What you will bring... 
  • Hold a graduate degree (preferably Masters or PhD) in a quantitative field such as Financial Engineering, Applied Finance / Statistics / Mathematics, Computational Finance, Actuarial Studies
  • A strong quantitative background with computer literacy is essential, including Excel/Access/VB skills (Understanding of or practical experience with Python, R, SAS or similar coding packages is advantageous)
  • Knowledge of, interest in and experience with quantitative modelling in a variety of fields, such as Credit Risk, Traded and/or Non-Traded Market Risk and/or Financial Modelling.
  • Familiarity with quantitative modelling concepts
  • People leadership and ability to organise workflow
  • Strong report writing / data presentation skills

What's in it for you?

This is a fast growing organisation with lots of career opportunities and the ability to earn an excellent package.
To learn more and have access to a more complete job description listing the full responsibilities, please apply by sending your CV via the big button below or contact Geraint for a confidential discussion on (03) 8637 7370.