Quantitative Analyst – Front Office / Market Risk / Projects recruitment

Quantitative Analyst - Front Office / Market Risk / Projects 

Sydney Based Role

Broad Role - Market Risk Front Office Projects

Junior (2+ years experience as a quant) or Mid Level Role 

$100,000 - 150,000 salary range

Exposure to wholesale markets products to business and corporate clients and virtually all financial products in the international market. Very broad role that would see a quant sitting with traders, product managers, market risk analysts and, of course, quant analysts.

The quantitative team is responsible for checking of prices and creating pricing models for the markets (front office) product suite. You will be responsible for the model validation and independent validation of the markets and treasury pricing models and payoff algorithms, including pricing, greeks and market risk measurement stress testing.

Day to day responsibilities include 

* Providing independent specialist mathematical and statistical analysis and validation of Global Markets and Treasury pricing models and payoff algorithms 

* Participate in IT projects that involve new systems where new pricing models require validation

* Serving the Quantitative Analysis Team, Global Markets, Treasury, Market Risk Oversight(MRO), Traded products IT, Group Risk Management 

*Constructing detailed test plans for validation and meet project deadlines for delivery 

* Maintain documentation on Model Validation Framework 

Apply for this role if have experience in complex structured pricing included Monte Carlo, Hull White and BGM modelling or experience with MUREX system implementation will be highly regarded however not essential.

To apply for this position, hit the APPLY button below or contact Oliver Spiers, Director at BlackOcean Recruitment on +61 2 9230 0472 for a confidential discussion.