Senior Quantitative Analyst - Model Risk

Responsibilties:
- Validation of quantitative models used for pricing and risk in Financial Markets and Treasury
including interest rate risk in the banking book modelling.
- Model Risk assistance in the implementation of new products into valuation and risk systems.
- Development and enhancement of independent models used for validation.
- Present validation outcomes to management, model owners and developers.
Requirements:
- At least 3-4 years experience within a financial market quantitative team with a thorough
knowledge of financial markets derivatives, including linear and nonlinear
derivatives.
- Understanding accounting and regulatory expectations in relation to derivatives.
- Knowledge of IRRBB models is a plus.
- An excellent tertiary qualification in a quantitative discipline, with a focus on financial mathematics
- 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.
- Excellent time management skills, with the ability to work to tight deadlines and deal with changing
priorities.
- Ability to work independently and in a team.
- Delivering or validating financial market models from start to finish. Experience in rates, foreign
exchange, or energy products, is preferred.
- Programming fluency.
Please reach out to Sarah Croke - 0477 696 046 / sarah.croke@randstad.com.au
Skills
-
Education
Bachelor Degree