quantitative analyst in Sydney CBD

posted
contact
david jackson, randstad
job type
permanent
apply now

job details

posted
location
sydney cbd, new south wales
specialism
banking & financial services
job type
permanent
working hours
Full-Time
experience
3 years
reference number
90M0305563_1550709888
contact
david jackson, randstad
phone
02 8298 3805
apply now
Apply with

job description

Working with the market risk team and the wider business, this role will be involved with developing the market risk models to bring them in line with current market conditions.

Responsibilities of this role include:

  • Providing specialist mathematical and statistical analysis and validation of pricing models.
  • Working with others to constuct and deliver detailed test plans on BAU and ad hoc basis.
  • Improving the validation and enhancement of Global Markets pricing models
  • Support the drive for trading innovation
  • Promote a culture where financial risk can be appropriately measured and managed

To be successful in this role you need:

  • Degree in a mathematical discipline
  • Expert programming and database query skills (C++, C#, Python, SQL)
  • Experience and knowledge of financial instruments and their mathmatical specification, including a strong understanding of VaR
  • Good communication skills with the ability to define requirements and reports changes to all level of stakeholder

For further information on this role please contact David Jackson on 02 8298 3805

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.

skills

Quant, Quantitative, Analytics, Market Risk

qualification

Mathematics, Actuarial, Physics, Quantitative Finance

educational requirements

Master's Degree