Manager, Market Risk Quantitative Analytics
- Join the independent validation team of a prestigious institution.
- Specialise in validating risk models across various markets.
- Opportunity to diversify skills in a leading Australian Bank.
- Open to Brisbane, Sydney & Melbourne
- Market leading Salary on offer
- Opportunity to work with Traded/ Non-Traded Market Risk & Pricing Models
Open to Brisbane, Sydney & Melbourne
Hybrid, flexible working environment with an expectation of 2 days per week in the office.
As the incumbent you will join this prestigious institution's independent validation team to specialise in the validation activity covering risk models across; rates, foreign exchange, energy, commodity, XVA, IRRBB and equity markets. This will include extensive engagement with model owners and developers, internal committees, working groups and project teams to deliver the validation activity to a high quality and in a timely fashion.
This is the ideal position for a Quantitative Market Risk candidate to diversify their skillset and grow their capabilities across different types of Market Risk and asset classes in a leading Australian Bank.
Responsibilities:
- Validation of quantitative models used for pricing and risk in Financial Markets and Treasury including interest rate risk in the banking book modelling.
- Ensure the scope of independent validation appropriately challenges a model’s scope of application, methodology, implementation, data used and its documentation.
- Ensure adherence to internal and external policies.
- Present validation outcomes to management, model owners and developers.
Requirements:
- Excellent tertiary qualifications in an Applied Mathematical discipline e.g. Actuarial, Physics, Engineering etc.
- At least 3 years' experience within a Quantitative team with exposure to Market Risk.
- Technical proficiencies in R, Python, C++ or equivalent.
For further information about these positions, please contact Olivia on 0409 356 856, email your CV to Olivia@BluefinResources.com.au or simply click APPLY.
Consultant
All-BluefinAnalyticsNSW@bluefinresources.com.au
Reference number: 375-88857444
Profession:Data & AnalyticsFinancial Risk Management & Quantitative Analytics
Company: Bluefin Resources
Date posted: 8th Sep, 2026
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