- Sydney
- $Neg
Team Build out – Credit & Markets – High Exposure
Organisation
A prestigious Financial Institution is looking for a leader of their Markets Model Audit team as they continue their build out.
Role
- Leading engagements across Traditional and AI models in the business
- across Macquarie, spanning all stages of the model lifecycle.
- Drive the development of the model risk internal audit strategy.
- Refine the methodology of audit delivery
- Develop engagement practices of integrated audits
- Models at all stages of lifecycle across areas such as, L2 Market Risk & Credit Risk, Treasury and AI models.
- Preparation of audit reports for the Exec Team and the Board Audit Committee.
Individual
- Track record of achievement in Front Office, Risk, Validation, Model Audit or Quant Dev environment
- Experience of testing and monitoring of model inputs & Outputs, utilization of Challenger models & understanding of the model lifecycle desirable
- Any experience of Global regulatory guidelines and their application desirable
- Knowledge of Funding, Liquidity, Market Risk, FTP Transfer Pricing, IRRBB, VaR, Treasury or Cash Management
- Strong organizational skills
- Impeccable communications both written and verbal
- Ability to work under pressure
To apply, please send your CV by clicking on the appropriate link, or for more information or a confidential discussion, please contact Graeme Bradley on: graeme.bradley@avenir-consulting.com.au / +61 421 076 087