Quant Manager - Model Risk

Quant Manager - Model Risk (Open to Analyst level too)
Permanent
$150k - $170k + super
Sydney Based (but open to overseas candidates for relocation / Interstate for remote)Talenza are seeking a skilled and experienced Quant Manager or Analyst to join our client on a long term program. In this role, you will be responsible for the independent validation of all models across the business as well as other Model Risk management activities.Key experience:

• At least 6-7 years' experience within a financial market quantitative team
• In depth knowledge of financial markets derivative models, including linear derivatives (e.g. swaps, futures, CDS) and nonlinear derivatives (e.g. options, swaptions, exotics)
• Ability to challenge derivative valuation and risk models
• Understanding regulatory expectations in relation to derivatives, i.e. APS111, APS116, APS117,CPS226, APS180
• Programming fluency on C++ and R. Experience with Git or other version control software experience.
• Tertiary qualification in a quantitative discipline
• Excellent written and inter-personal communication skills, particularly the ability to explain
• complicated issues in an efficient and effective manner. You should have demonstrated an ability to communicate with influence.
• Ability to work independently and in a team with excellent time management skills, with the ability to work to tight deadlines and deal with changing priorities.
• Experience using front office and risk systems like Murex, Calypso, Algorithmics RiskWatch and Real Time Credit Engine, is an advantage
• Curve Calibration experience
• Pricing methodology knowledge
• VAR Experience

This client could be open to sponsorship for the right candidateIf you are a results-oriented individual with strong experiences, we would love to hear from you.