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Develop market risk models - senior quantitative analyst

Sydney
beBeeQuantitative
Model
Posted: 22 January
Offer description

Market Risk Expert Wanted

We are seeking an accomplished Senior Quantitative Analyst to join our team in developing and enhancing market risk models.


The ideal candidate will possess strong C++ programming skills, a relevant degree, and proven experience in market risk. As a key player, you will be responsible for creating complex mathematical models that accurately assess potential losses from various financial instruments.




Key Skills:


* C++ programming expertise with focus on quantitative analysis and model development;

* In-depth knowledge of statistical concepts including probability theory, stochastic processes, and data analysis;

* Familiarity with VaR (Value-at-Risk) and ES (Expected Shortfall) methodologies;
* Demonstrated ability to analyze large datasets and communicate findings effectively through reports or presentations;




Benefits:


* This is an exceptional opportunity for a highly skilled professional to expand their skill set while making meaningful contributions to the company's success;

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