Quantitative Market Risk Methodology Manager

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 with Finance / Treasury / Front Office to ensure alignment of methodology with business economics and accurate reflection of risk in financial reporting. - Keeping abreast of changes in the operating environment and regulations and providing strategic advice to the Head of Traded Market Risk (TMR) / Head of Non-Traded Market Risk (NTMR) / Head of Counterparty Credit Risk (CCR) / Group General Manager Markets Risk. - Leading model change initiatives, including remediation of regulatory findings, internal reviews, and audit observations. - Ensuring full compliance with model governance, internal controls, and risk policies, including documentation and sign-off processes. Qualifications required for this role include: - 8+ years of experience for Quantitative Analyst or 10+ years for Senior Quantitative Analyst in financial markets, with exposure to traded products across multiple asset classes and risk types, particularly in Traded Market Risk (TMR) and Counterparty Credit Risk (CCR). - Advanced degree (e.g. Masters or PhD) in Quantitative Finance, Financial Engineering, Mathematics, Physics, or a related discipline. - Proficiency in programming and computational finance skills, using languages like Python, R, C++, MATLAB. - Strong knowledge of market risk concepts and methodologies, regulatory capital frameworks, and model governance processes. - Excellent communication, interpersonal, and stakeholder management skills. - Demonstrated ability to work cross-functionally and lead project delivery. ANZ is committed to creating a diverse workplace where the backgrounds, perspectives, and life experiences of employees are celebrated. Flexible working arrangements and various benefits, including health and wellbeing services, are provided to support employees. If you have most of the required skills and a growth mindset, ANZ welcomes your application to join a team dedicated to improving financial wellbeing and sustainability.,