AddressYour new company
Join one of Australia’s leading banking organisations and contribute to the Global Markets and Commodities Trade Carbon Business as a Quantitative Analyst. In this position, you will contribute to the design and implementation of processes used to validate the organisation's Market Risk engine.
Your new role
As an Analyst, you will be responsible for;
- Designing, building, and managing processes dealing with large amounts of complex data
- Creating and building independent models to independently validate models
- Query Murex and its processes and understand how the Var Scenarios and underlying pricing routines operate
- Applying in-depth understanding of complex pricing algorithms and statistical and valuation modelling to resolve testing issues where accuracy tolerances are not met
- Preparing detailed documentation and testing for APRA submission
What you'll need to succeed
- Strong knowledge in Global Markets, Market Risk, ideally FRTB or similar hands-on experience
- Advanced Python knowledge and proficiency in C++ will be highly valued
- Experience and deep knowledge of Murex
- Excellent written and spoken communications skills with strong influencing and interpersonal abilities
What you'll get in return
This is a great opportunity to work with a leading Australian bank that offers great career progression opportunities and leading training programs. You will have the opportunity to contribute to meaningful risk management activities and be recognised by senior stakeholders for your work.
What you need to do now
If you're interested in this role, click 'apply now' to forward an up-to-date copy of your CV, or contact Keytan Hislop via email at Keytan.Hislop@hays.com.au or on +61 (0) 2 8062 6195.
