IRD Quantitative Analyst – Sydney recruitment
My client, a leading Investment Bank is looking to hire strongly experienced IRD Quantitative Analyst with Investment Banking background to join their team based in Sydney. The position is a highly quantitative modelling role, assisting on day to day pricing and hedging issues, explaining model behaviour predictions, developing curves models implementing them for pricing risk management. The position consists of working in the front office team of quantitative analyst pricing the latest interest rate derivatives products for the traders. The role also involves working on a number of smaller initiatives and supporting Front Office Traders in their use of Calypso/Murex etc.
You will be involved in developing model scenarios, pricing methods yield curves, as well as implement them in Calypso for pricing and risk management. You will be responsible for implementation and maintenance of risk decisioning models, the management of risk data and systems, and the preparation of portfolio based risk management reporting and the development. You will be in charge of the optimisation of risk management policies, explaining predictions and model behaviour, processes and strategies, conducting post implementation reviews and assessments with business units across the bank
Successful candidate must have the following experience:• Solid Investment Banking experience• Hands-on experience in developing quantitative models, building pricing models and / or quantitative analytics• Project experience• Experience in pricing, risk management and analysis of IR FI products• Proven experience working with at least one established Trading system (Calypso, Murex, Infinity, Wall Street etc.)• Experienced at dealing with Front Office Traders• Strong understanding of the practical application of Financial markets• Good requirements analysis and design skills• Strong documentation skills• Good communication skills • Highly numerate with a degree in quantitative finance, mathematics or engineering, preferably to Masters level This is a lucrative opportunity in a challenging environment for one of the leading Investment Bank where you would be able to utilise your skills and build your career further
Feel free to call me for any further information or email me your CV: May +61 434 551 409 or mayi@greenlightaustralia.com.au