Key Financial Engineering Role
The Analytics team is responsible for developing and maintaining solutions used by the Front Office to generate and disseminate market information to clients. This data and associated financial calculations are integrated into a range of applications across the firm. As a Senior Financial Engineer, you will be working side by side with the Front Office collecting their requirements and applying your knowledge and experience to create new solutions that boost the services we offer to our clients.
Main Responsibilities
* Work closely with Front Office staff to translate business requirements into software solutions.
* Research, implementation, and documentation of new pricing models.
* Developing software in accordance with standards and approach.
* Support of existing and newly developed financial models.
* Development and support of data for dissemination to Front Office customers.
* Effective communication with other members of the Analytics team and members of teams to which Analytics provide a service.
* Contribute ideas to the ongoing simplification and modernisation program.
* Project Management, defining the time required and delivery schedule for solutions to be deployed.
Required Skills and Qualifications
* Minimum 5-7 years' experience working as a Quant Analyst / Quant Dev in financial services or a financial institution.
* Experience working with at least two of Rates, Fixed Income, Inflation, FX, Options, Commodities.
* Numerate degree or master's with exposure to software development.
* Software development experience - C++/ C# and Python.
* Experience of running projects from concept to completion.
* Working with several teams in delivering the solution; experience in Product Owner roles would be welcome.
* Excellent communication skills, both written and verbal.
* Highly Analytical.
PREFERRED SKILLS
* Knowledge of Rates Business, specifically AUD & NZD Rates.
* Knowledge of Fixed Income specifically AUD & NZD Bonds Markets.