The job is about enhancing the existing clearing risk platform and constructing a top-tier clearing risk framework. Working within a diverse and inclusive team, you will contribute to critical market infrastructure while managing model risk effectively. Collaboration and communication are key as you engage with various stakeholders to ensure the success of the model risk management activities.
You'll be responsible for
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Managing model risk
Adhering to the model risk framework to support the effective management of model risk for different stages of the model life cycle.đ
Maintaining ASX Registers
Managing the ASX Registers relating to models including documentation, model maintenance, and validation records.đ
Developing benchmark models
Developing challenger/benchmark models to support validation, ongoing model monitoring, and model outcomes analysis.Skills you'll need
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Analytical skills
Demonstrated ability to construct pragmatic analytical solutions to complex financial problems.đ
Risk management knowledge
Strong knowledge of risk management concepts and techniques.â
Model validation experience
Experience with model validation, testing, and implementation.View more