Senior Quant Analyst

$160k - $180k
Permanent
Sydney
23 Apr 2020
BBBH757713

A fantastic opportunity has come available for Senior Quant Analyst to join one of Australia's largest banks.

A fantastic opportunity has come available for Senior Quant Analyst to join one of Australia's largest banks.

The team works across market risk and counterparty credit risk supporting analysis, research and development of models across the teams. They are looking for experienced quants who have experience working in either Market Risk or Counterparty Credit risk, if you have experience in both, great.

The right candidate will be joining an experienced and dynamic team, helping to drive not just the model development but also system enhancements, regulatory changes, quantitative management & the independent validation of models across the business.

This is a fantastic opportunity for an experienced quant who wants to work in a highly competent team, remain hands on and also drive continuous improvement activities.

There is real potential in this opportunity to grow into a leadership position.

The ideal Senior Quant Analyst will have:

  • Strong Academics in a stats based field - (Physics, Maths, Engineering etc)
  • Have solid experience working across either/both Market Risk & Counterparty Credit Risk
  • Sound knowledge of financial market products & models
  • Strong statistical analysis skills with experience using one/some of the technologies - SAS/R/Python/SQL/VBA/C/C++/C#/Java
  • Knowledge of relevant concepts and methodologies - VaR, PFR, CVA, FVA, IM, SA-CCR

The ideal Senior Quant Analyst will have:

  • Senior stakeholder management experience OR a desire to take on my responsibility than you currently get
  • Knowledge and expertise in Market Risk or/both Counterparty Risk
  • Have the ability to explain technical subjects to non technical stakeholders
  • Existing knowledge of financial market products and how they are prices

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