Executive Manager, Policy, Oversight & Prescriptive Calculators

Sydney

Key Responsibilities:

• Manage the team responsible for independently validating high-risk prescriptive calculators. This will cover all risk classes including for example: RWA calculations in capital risk; Liquidity Coverage Ratio in liquidity risk; and heuristic transaction monitoring tools used in financial crime risk
• Oversee the design and operating effectiveness of model risk policies owned by the Head of Model Risk.
• Ensure all validation outcomes are effectively communicated to calculation owners and the approver.
• Conduct annual review of model risk policies owned by the Head of Model Risk.
• Ensure that model owners, developers and users including in relation to the Group Model Register meet policy requirements.
• Ensure the effectivity of controls owned by Model Risk.
• Lead, mentor and provide technical support to a team of analysts

Key Requirements:

• Excellent tertiary qualifications in an applied mathematical discipline
• 10 + years' experience in finance and/or risk with some quantitative application
• Strong exposure to ALM and Liquidity Risk
• Strong knowledge of a programming language e.g. Python, R, SAS or equivalent
• Strong knowledge and understand of regulatory requirements particularly in relation to capital and liquidity risk management
• Knowledge of model risk policy and financial crime regulation is desirable

If you are interested in learning more about this opportunity please contact Olivia on 0409 356 856 or simply click APPLY.

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