Description
Join our Quantitative Analytics team within Financial Markets as a Quantitative Analyst.
What's the role?
You'll be part of a highly skilled front-office quant team working within the Systematic Trading and Quants (STAQ) group. The team is critical to derivative valuations and counterparty credit risk across Financial Markets and Treasury, building and maintaining models that underpin trading and risk management.
In this role, you'll implement stochastic volatility and term structure models to price complex payoffs, optimise existing models, and develop efficient numerical pricing solutions using PDEs. You'll collaborate closely with traders, model risk, and technology teams to deliver innovative solutions that enhance business performance.
This is an exciting opportunity to apply advanced mathematical techniques to real-world problems on the trading floor. This is a 12-month fixed term role based in Sydney, reporting to the Head of Quantitative Analytics.
What do I need?
To succeed, you'll bring:
* Strong applied mathematics and financial experience in FX or Interest Rate derivatives.
* Expertise in numerical methods for PDEs and stochastic modelling.
* Ability to implement and optimise pricing models in production systems.
* Collaborative mindset to work with stakeholders across business units, risk, and technology.
* A PhD or equivalent experience in quantitative finance, mathematics, or related field is highly regarded.
Why join us?
We're obsessed with becoming our customers #1 banking partner for life and we're looking for people who are passionate about helping us achieve that goal. In return we're committed to making Westpac the best place to work in the country. Here are just a few of the ways we're already doing that:
* Special offers on banking products and discounts from top brands, including generous employee-only mortgage rates
* Flexible work arrangements to help you achieve a greater work/life balance, and a variety of leave options including Culture, Lifestyle and Wellbeing leave.
* Tailored learning and development opportunities to help your grow your career within the bank.
* Lots of opportunities to 'give back' to the Community by getting involved in our many volunteering initiatives
Create your future today
To get started, simply click on the APPLY or APPLY NOW button
We're all about creating a supportive and inclusive community. We welcome everyone – no matter your age, gender, background, or abilities. We also provide additional support to welcome our veterans, Indigenous Australians and neurodiverse community.
If you need any adjustments during the recruitment process, you can find out more information and additional contact details by visiting the "People with Disability and/or needing Accessibility Requirements" page on our website.