My client is looking to appoint a Quantitative Investment Modelling Specialist to work across investment product design, valuation, and risk modelling within a highly specialised quantitative team.
Responsibilities
Contribute to the design of investment and retirement product solutions by applying quantitative modelling. techniques to structure analysis and decision support.
Develop and enhance pricing, valuation, and risk models used to assess product features and portfolio exposures
Perform scenario analysis and Monte Carlo simulation to evaluate how products behave under different market conditions, including stress and tail events.
Translate product requirements into quantitative model specifications and ensure assumptions are clearly defined and testable.
Analyse model outputs to identify sensitivities, key risk drivers, and performance characteristics across different economic environments.
Work closely with investment, actuarial, product, and risk stakeholders to communicate findings and support decision-making processes.
Support model validation, documentation, and internal review processes, ensuring outputs are well-documented and suitable for governance use.
Assist in improving existing modelling frameworks, tools, and methodologies to increase efficiency, accuracy, and robustness.
What you’ll need
6+ years’ experience in quantitative finance, financial engineering, market risk, ALM, or related analytical roles.
Strong understanding of stochastic processes, numerical methods, and simulation-based modelling techniques .
Hands-on experience building or maintaining pricing, valuation, or risk models in a production or near-production environment.
Advanced programming skills in Python, C++, MATLAB, or equivalent languages used for quantitative analysis.
Ability to interpret complex model results and communicate insights clearly to both technical and non-technical audiences.
Experience working across investment, product development, or risk functions in a structured finance or insurance environment.
Exposure to structured investment products, retirement solutions, or long-term liability-driven products. advantageous.
Strong analytical judgement with the ability to balance model complexity against practical usability.
Must have PR / Citizenship for Australia - please email me on rupinderk@ethosbc.com.au if keen to explore.
