Front Office Quantitative Mgr – Model Validation recruitment
Experienced front office quantitative analyst is required to join the Global Markets division of a top tier bank based in Sydney CBD.
The role:
This is a true front office quantitative analyst role working within the model validation team. You will be dealing with traders on a daily basis, along with the quantitative model building team and the middle office quantitative team. You will be charged with independent validation of the Global Markets and Treasury pricing models and payoff algorithms, including pricing, Greeks and market risk measurement stress testing.
The following skills are considered requirements to succeed in this role:
- Extensive model validation experience is essential
- Minimum Masters degree in a quantitative discipline
- Front office product knowledge - particularly around Interest Rates and FX. Commodities experience would be very desirable
- Understanding how certain financial markets instruments are priced, what yield curves mean and different pricing methods is required
- Programming proficiency in C++ and VBA is essential and C# is desirable
- Experience with Murex is very beneficial
- Ability to engage with front office trading staff
For more information you can contact Sandra Rowlingson at Bluefin Resources on (02) 927026550…. or alternatively, apply online below.
