Financial Engineer – Risk Analytics recruitment
Global Risk systems solutions provider
Client services role - Banking / Investment Banking clients
Leading supplier of Financial Risk Management systems, solutions and advisory services is looking to expand their client services team here in Sydney. In this client facing role you will engage and provide services to some of the smartest risk professionals in the Australian banking market across Market Risk, Credit Risk, Liquidity Risk and Operational Risk, as well as Collateral and Capital Management.
You will join a global team of risk experts based across all major financial centres - and provide implementation and consulting services to Banks, Asset/Fund Managers, Insurance Companies, and Investment Banks.
The role has a strong focus on financial instrument modelling, scenario based analysis and standard risk methodologies.
Knowledge of the regulatory environment and requirement is a plus (Basel APRA).
You will be involved throughout all stages of risk project implementations, from definition through to User Acceptance Testing, while working within a multi-disciplinary team of project managers, business analysts, technical consultants, and other Financial Engineers.
Confidence in your ability, and experience interacting at a senior level is important in this role as you will deliver complex presentations to a range of audiences which may include quantitative experts, risk technology experts and senior management of major financial institutions.
Key Responsibilities
- Define client functional requirements, which may include reporting, pricing, calibration, optimization, scenario analysis.
- Consult with clients to understand risk best practices and methodologies
- Formulate proposals to address functional gaps
- Define and build instrument modelling specifications, scenario methodologies, reporting
- Present to clients and demonstrate functionality
- Mentor new team members/junior financial engineers
Skills Experience required:
- Strong practical knowledge of investment markets, financial market conventions, and risk management practices.
- Solid understanding of financial economics, financial mathematics, and statistics.
- Topics of expertise required include derivative pricing, stochastic calculus, interest rate models, optimization, credit risk models, and regulatory requirements.
- Strong investigation and problem solving skills.
- Strong presentation and communication skills
- Technical IT skills or knowledge would be a distinct advantage (Java, C++ etc)
- University degree in Economics, Finance, Mathematics, Statistics or other quantitative discipline is preferred
- Advanced degree in Financial Engineering or Mathematical Finance highly desirable.
- CFA, PRMIA or FRM designation(s) beneficial.
Preferred start date: February (interviewing now)
Please send your CV in Word format, or call Matt Franke for more information - (02) 80299114
Hydrogen International Limited is acting as an Employment Agency in relation to this vacancy.