My client is a leading Financial Services organisation recruiting for a Senior Quantitative Analyst across Markets.
Sydney is a preferable location but can consider Melbourne or Brisbane.
Responsibilities
* Review and challenge pricing and risk methodologies across interest rate, FX and commodities portfolios
* Provide independent oversight across trading and balance sheet models
* Assess capital and risk measurement approaches in a prudentially regulated environment
* Design and enhance quantitative tools used to support model review activities
* Partner closely with front office, treasury and risk teams on key initiatives
* Deliver clear, commercially focused recommendations to senior stakeholders
Qualifications
* 4yrs+ years' experience in financial markets quantitative or model risk roles
* Understanding of APRA regulatory standards (APS111, APS116, APS117, CPS226, APS180)
* Build or validation across Market Models / FM, counterpart credit risk, derivatives, FX, VAR model traced and non-traded market risk, initial margin. You don't need to be across all of this
* Strong knowledge of derivative pricing across linear and optional products
* Exposure to interest rate risk in the banking book and broader balance sheet risk concepts Familiarity with regulatory capital or prudential standards within banking
* Programming capability in C++, R, Python or similar
* The ability to confidently articulate technical findings to non-technical audiences
* MUST have PR or Citizenship for Australia
Please email me at rupinderk@ethosbc.com.au if you feel you have the relevant experience.
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