Senior Quantitative Analyst - Market Risk

My client is a leading Financial Services organisation recruiting for a Senior Quantitative Analyst
across Markets.
 
Sydney is a preferable location but can consider Melbourne or Brisbane.
 
Duties:-
 
Review and challenge pricing and risk methodologies across interest rate, FX and commodities portfolios
Provide independent oversight across trading and balance sheet models
Assess capital and risk measurement approaches in a prudentially regulated environment
Design and enhance quantitative tools used to support model review activities
Partner closely with front office, treasury and risk teams on key initiatives
Deliver clear, commercially focused recommendations to senior stakeholders
 
Requirements:-
 
4yrs+ years’ experience in financial markets quantitative or model risk roles
Understanding of APRA regulatory standards (APS111, APS116, APS117, CPS226, APS180)
Build or validation across Mark...