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    Senior Quantitative Analyst - Melbourne, Australia - Randstad Australia

    Randstad Australia background
    Full time
    Description

    Multiple Senior Analyst / Manager roles have become available with a Tier-1 banking institution in their Model Validation team In this role you will be involved in the independent validation activities covering derivative pricing and risk models across rates, foreign exchange, commodity, and equity markets.

    Benefits:

  • Permanent roles, with defined career progression.
  • Gain exposure to a wide range of products: IRS, FX, Equities & Commodities
  • Highly collaborative and high performing team.
  • Melbourne / Sydney / Brisbane / Adelaide / Perth / Canberra location. Open to consider returning AU residents with relevant overseas experience. Role Responsibilities (based on competencies):
  • Develop, enhance, and validate all pricing and risk models in Financial Markets & Treasury.
  • Present findings to model owners, developers and management. Challenge the existing models when required.
  • Participate in risk transformation projects.
  • Contribute to building an independent model valuation and new market risk pricing library (in C++). Requirements:
  • 7+ years of experience in quantitative market risk management / modelling.
  • Knowledge of financial markets derivative models, including linear and nonlinear derivatives.
  • Understanding of regulatory expectations in relation to derivatives, i.e. APS111, APS116, APS117, CPS226, APS180.
  • Tertiary qualified in quant / engineering / mathematics / finance discipline.
  • Knowledge of FRTB requirements and ability to replicate capital calculations.
  • Highly advantageous: programming fluency (C++, R), Git, Murex, Calypso, Algorithmics RiskWatch and Real Time Credit Engine.Please submit your CV via the 'Apply' button. For a confidential chat please contact Eugena Gong on At Randstad, we are passionate about providing equal employment opportunities and embracing diversity to the benefit of all. We actively encourage applications from any background. key responsibilities
  • Multiple Senior Analyst / Manager roles have become available with a Tier-1 banking institution in their Model Validation team
    experience 5 years
    skills market risk; quantitative modelling; risk modelling; model validation; model development; model testing; model implementation; traded market risk;
    qualifications
  • tertiary qualified in quant / engineering / mathematics / finance discipline
    education Bachelor Degree


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