Address- Market Risk, model validation and derivative rate risk
- Open to Sydney, Melbourne and Brisbane
Build models, create independent model libraries and champion model risk management amongst a growing team.
Key Requirements
- 4+ years experience in developing quantitative models for pricing and risk
- Strong experience within financial markets dealing with the pricing of derivatives, swaps, options etc.
- Proramming Language - C++ preferred
Ideal opportunity for a returning Australian with specific Financial Markets model risk experience.
