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Job Details

Location
Sydney
Salary
$90000 - $110000 per annum
Job Type
Contract
Ref
BH-159874
Contact
Valerie Lai
Contact email
Email Valerie
Contact phone
+61 8227 9200
Posted
12 months ago
You will join our Quantitative Applications Division (QAD), who have global responsibility for ensuring the integrity of key financial models used by my client. This includes maintaining and improving our Market Risk capital calculations.

The role provides you with the opportunity to be a part of a team that thrives on cross skilling, ensuring that your skillset and knowledge are stretched and developed.
In this role, you will play an active role in implementing the new Market Risk standard (FRTB). You will work closely with the FRTB project stakeholders, including Market Risk, the front office, and technology teams.

You will bring with you:
  • a quantitative educational background and exceptional problem-solving skills
  • a thorough understanding of financial markets and of key risk factors for financial products
  • the capacity to communicate effectively with key stakeholders, both verbally and in writing
  • experience in a quantitative role.
Previous experience as a Market Risk quantitative analyst on FRTB projects and good programming skills would be an advantage.
QAD utilises a range of analytic techniques including simulations, regression analysis, optimisation and time series analysis. These are implemented using a variety of computing technologies including: C++ (OO programming), R, Python, VB, Excel.

If you’re looking for a new challenge, and can demonstrate the above skills, we would like to hear from you. To apply, click the link and follow the prompts.
Risk Management Group is an independent, centralised unit responsible for ensuring all risk across the company are appropriately assessed and managed. Its divisions include Credit, Regulatory Affairs and Aggregate Risk, Market Risk, Operational Risk, Compliance, Quantitative Applications, Behavioural Risk and Internal Audit.

We facilitate a range of flexible working arrangements within our teams. Talk to us about what flexibility may be available.

For further information on this role or to confidentially apply, please contact Valerie Lai on 02 8227 9200 or apply directly via the Apply for this job button. Only WORD FORMAT resumes will be accepted.