Quantitative Market Risk Methodology Manager

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 models for regulatory capital and internal risk metrics (e.g. VaR, RNIV, Stress Testing). - Support or lead regulatory and strategic change programs by delivering methodology components for accurate capital and risk measurement. - Partner with Finance, Treasury, and Front Office to ensure methodology alignment with business economics and accurate reflection of risk in financial reporting. - Keep abreast of changes in operating environment and regulations, provide strategic advice to the relevant Heads, and lead model change initiatives. - Ensure full compliance with model governance, internal controls, and risk policies, including documentation and sign-off processes. Qualifications Required: - 8+ years of experience for Quantitative Analyst, 10+ years of experience for Senior Quantitative Analyst in financial markets with exposure to traded products and risk types. - Advanced degree in Quantitative Finance, Financial Engineering, Mathematics, Physics, or related discipline. - Strong programming and computational finance skills in languages like Python, R, C++, MATLAB. - Comprehensive understanding of market risk concepts, regulatory frameworks, and model governance. - Excellent communication, stakeholder management, and leadership skills. - Ability to work cross-functionally and engage effectively with various stakeholders. - Experience in regulatory engagement, audit interactions, and risk system architecture. - Industry certifications (e.g. FRM, CQF) are advantageous. Additional Company Details: ANZ is committed to building a diverse workplace that celebrates the different backgrounds, perspectives, and life experiences of its employees. Flexible working arrangements and a range of benefits are provided to support the well-being and development of the employees. Please note that you can apply for this role by visiting ANZ Careers and searching for reference number 97004.,