+60d ago

Senior Quantitative Analyst


Base pay $160k - $180k
Permanent Standard business hours
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Full job description

Your new company

One of the top 4 banks, offering a range of personal banking and business financial solutions.

Your new role

Reporting to the Executive Manager, Market Risk Analytics, this key quantitative role is responsible for the design, development, implementation, and management of quantitative models used for measuring traded market risk activity.

You will support Market Risk Reporting and Market Risk Oversight in investigation and analysis of issues in production systems through continuous improvement and play a leading hand in generating and new processes. You will have the opportunity to not only operate on a BAU basis, but also projects that will allow for tangible results.

Your responsibilities include:

  • Play a key role in enhancing, remediating, and re-designing existing market risk models while, designing and developing new market risk models.
  • Work with Model Risk to obtain approval for use of new or revised market risk models, by adhering to internal and external model governance requirements and recurring model maintenance requirements.
  • Assist Market Risk Replacement (MRR) and FRTB projects on development and implementing of new market risk models and new market risk systems aligned with Basel and APRA requirements, including new interest rate curves and market risk models.

What you'll need to succeed

A successful candidate will bring 3 years’ experience in a similar role combined with a PHD in a related field (if not, 7 plus years’ experience in a similar position) ideally from a large complex organisation (preferably market risk).

You will bring excellent knowledge in quantitative modelling and market risk concepts, combined with strong technical programming skills in R, C++, Python, VBA, SQL or similar languages. Lastly, good working knowledge across markets or products such as interest rates, derivatives and/or FX will be highly desired.

What you'll get in return

As well as good pay and a great culture, you will get some of the best banking, wealth, and insurance benefits in the market.

You will also receive help towards industry recognised qualifications, using online learning, training modules and career planning tools for you to grow.

They will also pay you to do volunteer or community work. As an equal opportunity employer, they are proud to have created a culture and work environment that values diversity and flexibility and champions inclusion.

What you need to do now

If you're interested in this role, click 'apply now' to forward an up-to-date copy of your CV, or call us now.
If this job isn't quite right for you but you are looking for a new position, please contact us for a confidential discussion on your career.

LHS 297508 #2539871


Perks & benefits
Pay comparison
Market average based on all Quantitative Analyst jobs in Sydney NSW
Above avg. range
$160k - $180k
Market average
Market average
This job pays above average

Job details
Date posted
28 Oct 2021
Information Technology
Banking & Finance Law
Above avg.
$160k - $180k
Work type
Job mode
Standard business hours
Career level
Experienced non-manager
Work Authorisation
Australian citizen / Permanent resident

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