\n
\n <\/div>
Client<\/span>
<\/p>
<\/p>
An existing ICG client is looking for <\/span>a technical resource <\/span>to assist with project execution for review <\/span><\/span><\/span>of objective\/scope <\/span><\/span>on <\/span>Rate Risk in the Banking Book <\/span><\/span><\/span><\/span>(IRRBB)\/ <\/span>Traded Market Risk<\/span> <\/span><\/span>(TMR).<\/span><\/span><\/span><\/span><\/span>
<\/p>
<\/p>\n
\n
<\/p>\n
\n
\n
Role<\/span>
\n <\/div>\n \n
<\/p>\n <\/div>\n
\n
Assess whether an appropriate level of effective challenge was provided by the model validators for the following types of models in the major bank:<\/span>
<\/p>\n \n - Market risk models for Interest Rate Risk in the Banking Book (IRRBB) and Traded Market Risk (TMR);<\/span><\/span>
<\/li>\n <\/ul>\n \n
Skills and <\/span><\/span>experience<\/b><\/span> <\/span><\/span><\/b>required<\/b><\/span><\/span><\/span><\/span>:<\/b><\/span><\/span><\/span><\/span>
\n <\/div>\n \n
\n \n - experience required 5 years min<\/span><\/span>
<\/li>\n - experience working in a consultancy firm or large bank<\/span><\/span>
<\/li>\n - ability to identify and articulate risk and issues as a result of critically eventuating documents and artefacts<\/span><\/span>
<\/li>\n - Superior communications skills, with an ability to translate abstract problems into understandable and actionable observation<\/span><\/span>
<\/li>\n - Ability to work as part of a multi\-disciplinary virtual team<\/span><\/span>
<\/li>\n <\/ul><\/span><\/span>\n <\/div><\/span>\n <\/div>\n \n
<\/p><\/span><\/span><\/span>\n <\/div>\n
\n
\n
Logistics<\/span>
\n <\/div>\n \n
\n <\/div>\n
\n
Start date:<\/b> <\/span><\/b><\/span>1 April - 30 April for a <\/span><\/span>duration<\/span> <\/span>of 20 days<\/span><\/span><\/span><\/span><\/span>
\n <\/div>\n \n
\n
\n
\n
\n
\n <\/div>\n
\n
Location:<\/b> <\/b><\/span><\/span><\/span><\/span><\/span> Sydney based \- Remote working is an option however preference for resource to be based in Sydney for possible meetings<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span>
\n <\/div>\n \n
\n <\/div>\n
\n
Rates: <\/b><\/span><\/span><\/span> <\/span>The daily rate to the <\/span><\/span>consultant<\/span> will be <\/span>negotiable but up to NET 1,750 + GST and <\/span><\/span><\/span>for <\/span><\/span>the<\/span> right professional <\/span> <\/span> <\/span><\/span><\/span><\/span>
\n <\/div>\n \n
\n <\/div>\n
\n
Close date: <\/b><\/span><\/span> <\/span>No later than <\/span><\/b>Monday<\/b> 14th<\/b><\/span><\/span> <\/b>February<\/b><\/span> 2022, 5pm AEST<\/b><\/span><\/span><\/span><\/span><\/span>
\n <\/div>\n <\/div>\n <\/div>\n <\/div>\n <\/div>\n <\/div>\n <\/div>\n <\/div>\n \n
To apply for this BAF Please log into the link below to apply online to ICG's new Application Tracking Software (ATS)<\/span><\/span><\/span><\/span><\/span>
\n <\/div>\n
