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Senior Manager - Basel III Model Validation

Job Seekers Australia Analytics, Risk & Compliance Financial Services

Job Summary

  • Sydney CBD
  • Permanent
  • BBBH768301
  • Oct 16, 2020
  • $160k - $180k
Job Description

A fantastic opportunity has come available for a Senior Manager - Basel III Model Validation to join one of Australia's leading banks.

A fantastic opportunity has come available for a Senior Manager - Basel III Model Validation to join one of Australia's leading banks.

The successful candidate will be responsible for leading the independent validation of all models across the bank as well as other risk management activities within the Model Risk team.

There will be scope to mentor and grow an already high performing team as well as leading the development of tools to manage model changes and automate future validation workflows.

Another key part of the role is to define the broader validation strategies ensuring alignment to relevant model risk governance and policies as well as representing Model Risk at projects, committees and with key stakeholders.

Responsibilities:

  • Lead independent model validations across Basel III (APS 113, 112, 115)
  • Represent Model Risk at projects, committees and with key stakeholders
  • Coach, mentor, grow and lead a high performing team
  • Lead the development of tools to manage model changes and automate future validation workflow.
  • Work with and lead a team of Quants Analyst and Model Developers / Validators using R, Git and Docker as their main tools. Experience with these tools would be desirable
  • Define broader model validation strategies keeping in line with relevant governance, policies, and compliance

Experience

  • Strong academics in a highly quantitative field - (Actuarial, mathematics, statistics, etc)
  • Advanced knowledge of Basel III model validations and regulations (APS 113, 112, 115)
  • Knowledge of Docker, Git, R through hands on work or leadership of teams using these tools
  • Senior stakeholder management
  • Strong verbal and written communication skills
  • Managing and influencing stakeholders and effective project management

If you think you have relevant skills and experience please send your profile to Zack to find out more - zgordon@morganmckinley.com

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Consultant Details

Consultant Details

Zack Gordon
Zack Gordon
  • Senior Consultant | Analytics Recruitment
  • +61(0)2 8986 3100
  • zgordon@morganmckinley.com