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Snr Ass Markets Treasury Validation

Excellent opportunity for a Senior Associate, Markets Treasury Validation, with good programming and quantitative analysis skills within the Markets & Treasury Validation team. 

Our people are customer obsessed. They prioritise the needs and satisfaction of the customer above all else.  Our mindset fosters innovation and creates strong, lasting customer relationships as we strive to be the most customer centric company in Australia and New Zealand.  

  • 12 month contract opportunity 

  • Great opportunity to offer your Quantitative experience in supporting the delivery of a number of key priorities for NAB 

  • Use your expertise to drive positive outcomes for our customers 

  • Join a collaborative and inclusive team environment  

 A career that gives you more  

Your career at NAB is about more than money, it's about serving our customers well and helping our communities prosper.   

This role is responsible for leading independent validations of risk and pricing models for Markets and Treasury to ensure that they: 

  • consistently reflect true economic values, and 

  • produce accurate market risk, credit risk and liquidity exposures for traded and non-traded products. 

Each day you will go above and beyond to: 

  • Validating all financial models, including pricing and risk models (including Stress), owned by Markets and Treasury, whether those models were developed internally or by an external party, prior to implementation and post implementation into a technology asset. 

  • Revalidation of all Markets and Treasury models on a periodic basis. 

  • Ensure prospective risk appetite breaches, material risks, loss events and/or deviations from the Model Risk Policy/Framework are known to relevant Domain-aligned teams and escalated on a timely basis. 

  • Leverage specialist skills and subject matter expertise from other Risk and business teams as required. 

We’re looking for the best and brightest to deliver the best for our customers. You’ll need:  

  • 5+ years’ professional experience in quantitative risk management at a bank 

  • Strong understanding and management of model risk 

  • Financial and numerical literacy 

  • Experience in derivatives pricing and in the validation of models across traded or non-traded market risk. 

  • Experience with a programming language, e.g. C++/C#/Python 

A diverse and inclusive workplace works better for everyone  

We know that our people make us who we are. That's why we have built a culture of equity and respect – where everyone feels valued and appreciated for being their authentic selves. In partnership with our multiple Employee Resource Groups (ERGs) we continue to foster an inclusive environment, where all NAB colleagues’ unique backgrounds and identities are understood, respected and celebrated.  

 Join NAB

If you believe this role suits you, please apply. Note that screening and interviews may occur before the job advert closes. Unsolicited CV’s from agencies are not accepted. 

Advertised: AUS Eastern Standard Time

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