Quantitative Market Risk Methodology Manager ANZ Banking Group

8.0 - 12.0 years

0 Lacs

karnataka

On-site

As a Quantitative Analyst / Senior Quantitative Analyst for MARKETS RISK METHODOLOGY (MRM) in the Global Markets Risk team at ANZ, you will play a key role in the development, enhancement, and ownership of market risk models and methodologies supporting Traded Market Risk (TMR), Non-Traded Market Risk (NTMR), and Counterparty Credit Risk (CCR). Your responsibilities will include: - Leading the design, development, and implementation of market risk models for regulatory capital and internal risk metrics (e.g. VaR, RNIV, Stress Testing). - Supporting / leading regulatory and strategic change programs by delivering methodology components that underpin accurate capital and risk measurement. - Pa...

Posted 3 weeks ago

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Quantitative Market Risk Methodology Manager ANZ

8.0 - 12.0 years

0 Lacs

karnataka

On-site

As a Quantitative Analyst / Senior Quantitative Analyst for MARKETS RISK METHODOLOGY (MRM) in the Global Markets Risk team at ANZ, your role will involve the development, enhancement, and ownership of market risk models and methodologies supporting Traded Market Risk (TMR), Non-Traded Market Risk (NTMR), and Counterparty Credit Risk (CCR). This includes regulatory capital models and internal risk metrics such as VaR, RNIV, and Stress Testing. You are expected to support or lead complex methodological changes or capital reform initiatives and act as a trusted advisor on market risk measurement practices to ensure the modelling framework remains fit-for-purpose and appropriately calibrated to ...

Posted 3 weeks ago

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Apply

Quantitative Market Risk Methodology Manager ANZ

8.0 - 12.0 years

0 Lacs

karnataka

On-site

As a Quantitative Analyst / Senior Quantitative Analyst for MARKETS RISK METHODOLOGY (MRM) in the Global Markets Risk team at ANZ, you will play a key role in the development, enhancement, and ownership of market risk models and methodologies supporting Traded Market Risk (TMR), Non-Traded Market Risk (NTMR), and Counterparty Credit Risk (CCR). Your responsibilities will include: - Leading the design, development, and implementation of market risk models for regulatory capital and internal risk metrics (e.g. VaR, RNIV, Stress Testing). - Supporting / leading regulatory and strategic change programs by delivering methodology components for accurate capital and risk measurement. - Partnering w...

Posted 3 months ago

AI Match Score

Apply

Quantitative Market Risk Methodology Manager ANZ Banking Group

8.0 - 12.0 years

0 Lacs

karnataka

On-site

Role Overview: As a Quantitative Analyst / Senior Quantitative Analyst for MARKETS RISK METHODOLOGY (MRM) in the Global Markets Risk team at ANZ, you will play a crucial role in the development, enhancement, and ownership of market risk models and methodologies supporting Traded Market Risk (TMR), Non-Traded Market Risk (NTMR), and Counterparty Credit Risk (CCR). Your responsibilities will include supporting or leading complex methodological changes or capital reform initiatives, acting as a trusted advisor on market risk measurement practices, and ensuring model integrity, accuracy, and compliance. Key Responsibilities: - Lead the design, development, and implementation of market risk model...

Posted 3 months ago

AI Match Score

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