- At least 6-7 years' experience within a financial market quantitative team
- In depth knowledge of financial markets derivative models, including linear derivatives (e.g. swaps, futures, CDS) and nonlinear derivatives (e.g. options, swaptions, exotics)
- Ability to challenge derivative valuation and risk models
- Understanding regulatory expectations in relation to derivatives, i.e. APS111, APS116, APS117,CPS226, APS180
- Programming fluency on C++ and R. Experience with Git or other version control software experience.
- Tertiary qualification in a quantitative discipline
- Excellent written and inter-personal communication skills, particularly the ability to explain
- complicated issues in an efficient and effective manner. You should have demonstrated an ability to communicate with influence.
- Ability to work independently and in a team with excellent time management skills, with the ability to work to tight deadlines and deal with changing priorities.
- Experience using front office and risk systems like Murex, Calypso, Algorithmics RiskWatch and Real Time Credit Engine, is an advantage
- Curve Calibration experience
- Pricing methodology knowledge
- VAR Experience
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Quant Manager - Sydney, Australia - Talenza
Description
Quant Manager - Model Risk (Open to Analyst level too)
Permanent
$150k - $170k + super
Sydney Based (but open to overseas candidates for relocation / Interstate for remote)
Talenza are seeking a skilled and experienced Quant Manager or Analyst to join our client on a long term program. In this role, you will be responsible for the independent validation of all models across the business as well as other model risk management activities.
Key experience:
This client could be open to sponsorship for the right candidate
If you are a results-oriented individual with strong experiences, we would love to hear from you.
