Market Risk Validation Analyst

As a Model Validation Analyst in the Markets Risk Team at ANZ, your role will involve providing validation of risk models across Traded Market Risk (TMR) & Non-Traded Market Risk (NTMR), as well as Counterparty Credit Risk (CCR). This includes validation of risk engine or regulatory capital model validations. You will be responsible for quantitative risk support for new product development and providing expertise to stakeholders across Markets Risk, supporting Regulatory projects, and Audit remediation work. **Key Responsibilities:** - Validate risk models and implementations of risk engine or regulatory capital standard models for TMR, NTMR & CCR - Work on meeting Regulatory & Audit commitments - Provide stakeholder assistance to ensure smooth operations of risk measurement and reporting systems within Markets Risk - Contribute to discussions on risk, regulatory, and validation issues - Maintain independence from model ownership and methodology development in all validations - Assist in ensuring the integrity of risk systems and the risk metrics they generate for ANZ's Trading operations - Assist in remediation of Audit issues and ensure all risk requirements are met - Provide proactive risk support to Markets Risk product managers & other Mkts Risk teams **Qualifications Required:** - Experience in Financial markets across a number of asset classes - Strong analytical skills and deep knowledge of financial mathematics - Computational finance skills with programming expertise (C/C++, VBA, Python) - Understanding of markets risk concepts and their mathematical calculation - Good interpersonal & communications skills - Advanced degree in a quantitative field of study,