senior manager, basel iii in Sydney

posted
contact
darren ruane, randstad
job type
permanent

job details

posted
location
sydney, new south wales
specialism
banking & financial services
job type
permanent
working hours
Full-Time
reference number
90M0426488_1604889083
contact
darren ruane, randstad
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job description

Senior Manager, Basel III

How will I help?
This team is responsible for the independent validation of all Basel III models as well as other model risk management activities.

The Role:

  • Lead the independent validation activity for models and quantitative tools developed as part of the Basel III project. This includes internal models under the revised APS 113, prescriptive models and quantitative tools under the revised APS 112 and APS 115.
  • Represent Model Risk at project advisory groups and coordinate with other leaders in the Model Risk team.
  • Lead the development of tools to manage model changes and automate future validation workflow. The code used to determine unit test results will be implemented in R and be managed using Git (Bitbucket Server) and Docker for reproducible development environments.
  • Define the broader validation strategy including clarity with respect to appropriate governance and model risk policy compliance.

What do I need?
To succeed in this role, you should have:

  • 7-10 years quant experience in either modelling or validation capacity in the financial markets space.
  • Quantitative tertiary education (Maths, Actuarial, Statistics)
  • Clear understanding of regulatory requirements (APS 112, 113, 115).
  • Knowledge of Docker, continuous integration and literate programming is highly desirable.
  • Excellent written and inter-personal communication skills, particularly the ability to explain complicated issues in an efficient and effective manner. You should have demonstrated an ability to communicate with influence
  • Advanced knowledge of SAS, R, Python, SQL, Microsoft Word and Excel. Knowledge Git, Docker and clouding computing is an advantage
  • Managing and influencing stakeholders and effective project management

To learn more about this opportunity please click apply or email darren.ruane@randstad.com.au

At Randstad, we are passionate about providing equal employment opportunities and embracing diversity to the benefit of all. We actively encourage applications from any background.

skills

Quantitative Analytics

qualification

Masters

educational requirements

Master's Degree