Quantitative Analyst
The Business: This Investment Banks Rates and Credits division is making leaps forward by developing new models for busy desks to meet the evolving needs of customers. In this Senior Analyst role you would primarily work with the options business supporting vanilla and exotic product development.
A huge benefit of working in this group is the opportunity to touch an interesting and diverse range of models and make a big impact on the business. The interest rates quant team is agile and exceptionally skilled, so you will be around arguably the most intellectually stimulating experts in Australia and encouraged to become a pivotal member of that team.
Key areas of responsibility:
B uilding new models and contributing to the analytical library
Working collaboratively with the team to solve problems
Managing assigned projects
Improving systems and processes
Supporting busy trading desks both reactively and strategically
In exchange for your ability, you will work in a visible front office role in a fast growing group. Equally you will gain immense experience and career development opportunity. Most appealing of all is the Sydney lifestyle and the benefit of working in a modern International City with close proximity to sandy beaches, good food, strong exchange rate, excellent infrastructure for families and singles alike and of course, a comfortable year round climate.
Applicant requirements: Applicants from Australia and major financial markets of London, New York, HK, Singapore or Western Europe are welcomed. If required Employer Visa sponsorship and relocation assistance may be provided subject to meeting DIAC immigration requirements.
Ideal candidates will have:
- Outstanding academics, typically a PhD from a globally recognised university is preferred, however applicants with a blend of degrees and masters from top universities would be welcomed.
- Over 4 years experience as a rates quant in a major financial centre.
- Hands on experience of implementing models using at least one of the following: Hull White, Cheyette, Markovian HJM or LMM (multi factor), plus experience with SABR or Heston models.
- Over 4 years experience developing in C++ using the latest OO programming techniques.
- Some experience with VBA.
- Strong skills using source code management tools such as Subversion etc.
- The right attitude to be a team player with a good sense of initiative and plenty of drive.
Apply: To express your interest in this role, please contact Roy Stapleton at roy@e-quant.com.au for more information, including your CV if available. Equant is a specialist executive search consultancy for quantitative analytics careers based in Sydney Australia. We have experience supporting International career moves in Investment Banking. All enquiries will be treated with the highest regard for confidentiality.
Leave a Reply
You must be logged in to post a comment.