Consultant Gig #829–Sydney–Model Risk Framework–Technical Resource

Assess whether an appropriate level of effective challenge was provided by the model validators for the following types of models in the major bank:

  • Market risk models for Interest Rate Risk in the Banking Book (IRRBB) and Traded Market Risk (TMR)

Skills and experience required:

  • experience required 5 years min
  • experience working in a consultancy firm or large bank
  • ability to identify and articulate risk and issues as a result of critically eventuating documents and artefacts
  • Superior communications skills, with an ability to translate abstract problems into understandable and actionable observation
  • Ability to work as part of a multi-disciplinary virtual team

Logistics:

Start:1 April – 30 April for a duration of 20 days

Location: Sydney based – Remote working is an option however preference for resource to be based in Sydney for possible meetings

Rates: The daily rate to the consultant will be negotiable but up to NET 1,750 + GST and for the right professional

Close date:  No later than Monday 14th February 2022, 5pm AEST

 

 

 

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