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Job Details

Location
Sydney
Salary
Circa $750-$850 + super day rate
Job Type
Contract
Ref
BH-177912
Contact
Jerin Chowdhury
Posted
11 months ago
Join a Tier 1 Bank to validate models associated with IRRBB. Work from anywhere in Australia, daily rate contract with high possibility of extension.
  • 12-month day rate contract, high possibility to extend, ASAP start.
  • Background in IRRBB, non-traded market risk ideal.
  • Location: anywhere in Australia.
Our client is a Tier 1 Bank looking for a daily rate contractor in their project based on APS 117. Reporting to the Executive Manager, Markets, this role became available due to an internal promotion.

Key responsibilities include:
  • Testing and validating models associated with Interest Rate Risk in the Banking Book (IRRBB), building models where required.
  • Engaging with and presenting to various stakeholders including model owners, developers, and project teams.
  • Ensuring adherence to internal and external policies.
The ideal candidate will have:
  • 4-6 years’ experience as a quantitative analyst.
  • Background ideally in non-traded market risk, IRRBB, APS 117.
  • Strong knowledge of programming language, particularly C++, C#, and Python.
  • Great communication with the ability to influence and challenge.
  • Tertiary qualifications in mathematics, statistics, physics, engineering, actuary, or related field.
If you would like to learn more, please get in touch with Jerin Chowdhury at Ethos BeathChapman (jerinc@ethosbc.com.au), call Jerin on 0435 903 532 or apply via the APPLY button.

Only WORD FORMAT resumes will be accepted.