04 Feb

Senior Manager Model Validation Qmv Jobs Vacancy in Anz Banking Group

Position
Senior Manager Model Validation Qmv
Company
Anz Banking Group
Location
Opening
04 Feb, 2019 17 days ago

Anz Banking Group urgently required following position for Senior Manager Model Validation Qmv. Please read this job advertisement carefully before apply. There are some qualifications, experience and skills requirement that the employers require. Does your career history fit these requirements? Ensure you understand the role you are applying for and that it is suited to your skills and qualifications.

Follow the online directions, complete all the necessary fields, and provide all relevant information so your application is submitted correctly. When you click the 'Apply this Job' button (open in new window) you will be taken to the online application form. Here you will be asked to provide personal and contact details, respond to employment-related questions, and show how you meet the key selection criteria.

Senior Manager Model Validation Qmv Jobs Vacancy in Anz Banking Group Jobs Details:

  • Experience in Model Validation or Front Office Quant
  • Reports to the Head of QMV (Quantitative Modelling & Markets Validation)
  • Contribute to the Bank’s Regional goal
About The Role
Role Location: Ocean Financial Centre, Singapore
Role Type: Permanent, Full-time
As a Senior Manager, you will be responsible for independent validation of valuation models and pricing functions primarily in the Interest Rate and FX Derivatives businesses.
Key components of the role will require:
  • appropriate technical challenge of a valuation model from a suitability perspective
  • verifying that the validated functions & models have been correctly implemented by independently implementation in C++
  • safeguarding model risk outcomes by identifying and quantifying material missing risk factors not captured by the proposed model
As and when the need arises, part of your responsibility will be to also support the Team in validation efforts across other asset classes including Commodities as well as validation of Counterparty Credit Risk and XVA models.
You will be expected to maintain productive working relationships with front office quantitative groups and IT support groups as well as providing quantitative support to other markets Risk teams or other areas within the group when required.
The role may also involve supervision of junior members of the team and engagement in knowledge and experience transfer where relevant.

About You
To be successful in this role, you will ideally bring the following –
  • Proven experience in either a previous Model Validation or Front Office Quant role, with a strong focus on structured derivative products in the Interest Rate Option & FX Option models space
  • Solid programming skills in C++
  • Exceptional mathematical skills : PhD (Preferred) in a numerate discipline (e.g. Mathematics, Physics, Engineering, Computational Finance)
  • Strong analytical and problem solving skills, supported by clear and confident communication skills
  • A detailed understanding of financial markets, coupled with a solid understanding of market risk management and measurement techniques
About ANZ
At ANZ, everything we do boils down to ‘why’ – our purpose – to shape a world where people and communities thrive. We're just as focused on seeing our people thrive as well as our customers. We'll give you every opportunity to develop your career.

We are responding faster to changing customer requirements, focusing on the things that matter the most, energising our people, eliminating waste and reducing bureaucracy.

A happy workplace is a thriving one. So in order to attract and keep the best talent, and say thanks for the hard work, we make sure all our employees are rewarded.

ANZ recognises the value of an inclusive and diverse work environment. We take pride in the diversity of our people and encourage applications from diverse candidates. Our recruitment decisions are based on the key inherent needs and requirements of each role, and candidates are selected based on their unique strengths and characteristics.

We work flexibly at ANZ. Talk to us and let us know how this role can be flexible for you.

To find out more about working at ANZ or to view other opportunities visit www.anz.com/careers.
You may apply for this role by visiting ANZ Careers and search for reference number Taleo Job Code SIN006456.



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