Manager, Model Risk Management
Core
Lead a second line of defence team responsible for independent oversight, validation, and challenge of material models used in clearing and settlement risk management.
Role type
Manager, Model Risk Management
Builds
Independent validation, review, and challenge of high and medium risk models; model inventory management; performance monitoring and reporting to governance forums.
Domain
Financial markets / Risk management / Clearing and settlement
Deliverable
production ML models
Required skills
Quantitative analysis, Model validation, Model risk management frameworks, Regulatory compliance, Senior-level reporting, Team leadership, Stakeholder engagement, Risk assessment, Data analysis, Strategic planning
Preferred skills
CCP risk management, Margin and capital stress testing, Australian financial regulatory environment, Programming (C#, Python, SQL), CI/CD tools (JIRA, GIT, GoCD, Jenkins)
