Quantitative Analyst

$1000 - $1200 pd
Permanent
Sydney CBD
14 May 2020
BBBH758310

A fantastic opportunity has come available for 2 x Quantitative Analyst to join one of Australia's largest banks on a 6 month contract, paying a competitive day rate.

A fantastic opportunity has come available for 2 x Quantitative Analyst to join one of Australia's largest banks on a 6 month contract, paying a competitive day rate.

The role sits within Treasury and is for the IBOR Transition Project.

The right candidate will be responsible for working with key stakeholders in Treasury, Options analysis for interest rate pricing curve construction, Impact analysis of interest rate transfer pricing as well as Reviewing and adjusting spreadsheet models and utilising quantitative modelling/analysis on ARR/IBOR derivative products and curves.

To be successful in this position you will have a solid grounding in financial market products (any) and understand curve construction.

The ideal Quantitative Analyst will have:

  • Strong Academics in a stats based field - (Physics, Maths, Engineering etc)
  • Strong quantitative modelling skills
  • Existing knowledge of financial market products and how they are priced
  • Have a solid understanding of curve construction
  • Highly proficient in Excel spread sheet models.

If you think you have relevant skills and experience please send your profile to Zack to find out more - zgordon@morganmckinley.com

Zack Gordon's picture
Senior Consultant | Analytics Recruitment
Sydney | zgordon@morganmckinley.com