Manager Quantitative Analytics recruitment
ANZ realises that our greatest asset is our people. That is why we are creating a unique climate of inspiration, leadership, values and great opportunities that will enable the best in market to thrive as part of our diverse team. This role sits within ANZ's International Institutional Banking (IIB) division as part of the Institutional Portfolio Management (IPM) team.
The key purpose of this role is to provide quantitative analysis supporting the pricing of financial instruments and hedging Institutional's banking book for both origination and distribution of credit risk. Key responsibilities will include:
- Development of mathematical methods for the pricing, fair valuation and economic and regulatory capital calculation of Institutional assets, including complex and illiquid assets
- Deliver robust, global pricing systems to front-line staff in IIB including relationship managers, portfolio managers and balance sheet structurers
- Develop and implement methods for maintaining infrastructure necessary for providing ongoing pricing support
- Provide portfolio and specialised pricing support
- Maintain and develop portfolio pricing systems
- Provide ongoing quantitative and other support to the Pricing team, IPM team, relationship bankers and other teams in IIB when required
- Maintain pricing integrity by adhering to a models governance framework
To be successful in this role you will possess strong mathematical skills with an ability to communicate quantitative financial concepts to a wide variety of staff. Preferably PhD qualified in a numeric discipline, previous experience in an Institutional or Commercial banking environment would be ideal. Furthermore, you will have strong computational finance skills with demonstrated experience in C++, .NET and VBA programming as well as sound project management skills.
This position represents an excellent opportunity to join a well regarded team offering significant growth prospects both here and abroad. By delivering challenge, recognition and growth opportunities, ANZ are committed to helping our people be where they want to be. If this is an opportunity interests you apply now.