Quantitative Analyst Role
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* Critical role in the validation of derivative pricing and risk models.
* Opportunity to work independently and collaborate with teams.
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This role provides a chance to delve into financial markets products, including interest rates, foreign exchange, and commodities. Validation involves close collaboration with model owners and project teams to ensure high-quality outcomes.
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Key Responsibilities:
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* Validation of quantitative models used for pricing and risk in Treasury and Financial Markets.
* Validation of risk systems to incorporate new products and regulatory requirements.
* Development and enhancement of independent models used for validation.
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You'll have the opportunity to play a significant part in the future of a business with a long history. Our purpose is to create better futures together. We back our employees in their career development, offer flexible working arrangements, and provide opportunities for learning and growth.
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Requirements:
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* At least 4-5 years' experience within a financial market quantitative team with a thorough knowledge of financial markets derivatives, focusing on APS116 and APS117 regulatory models.
* An excellent tertiary qualification in a quantitative discipline, preferably with a focus on financial mathematics.
* Excellent written and interpersonal communication skills, particularly the ability to explain complex issues effectively.
* Ability to work under tight deadlines and handle changing priorities.
* Ability to work independently and collaboratively as part of a team.
* Experience using front office and risk systems like Murex is an advantage.
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Join our innovative team and make a lasting impact in model risk management. If you're passionate about financial markets, thrive on solving complex challenges, and want to be part of a dynamic environment, we encourage you to apply.
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