Job Details

$100000 - $140000 per annum
Job Type
Valerie Lai
Contact email
Email Valerie
Contact phone
+61 8227 9200
5 months ago
You will join our Quantitative Applications Division, who have global responsibility for ensuring the integrity of key financial models used by the company. 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 skill set and knowledge are stretched and developed.
In this role, you will participate in a broad range of modelling work, including:
  • developing and reviewing risk management systems that are responsible for generating Client's Value at Risk (VaR)
  • model validation for derivative pricing models, as well as models that are part of regulatory projects (SIMM, IBOR replacement, FRTB etc)
  • maintaining efficient communication with model owners regarding modelling, back testing and evaluation of model performances
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.
If you’re looking for a new challenge, and can demonstrate the above skills, we would like to hear from you. This role will suit a Quantitative professional with familiarity in finance and demonstrated quantitative and programming skills. Previous model validation experience in pricing models, VaR or CCR, or exposure to FRTB modelling is advantageous. To apply, click the link and follow the prompts.

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 and VB.

We will provide unique in-house training to enhance your modelling skills. Bring with you a demonstrated proficiency in computer programming and analytical techniques, plus a willingness to learn the others. 
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.

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.