Senior Manager Model Validation Qmv Jobs Vacancy in Anz Banking Group
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.
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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
- 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
- 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