Quantitative & Business Analyst, Economic Capital Basel II Advanced Program recruitment
Brisbane CBD Location12 month contract role Suncorp Bank is seeking to enhance its risk and capital management capabilities to meet Basel II advanced standards as provided by the Basel II accord and the regulatory standards prescribed by APRA. The benefits of investing in these capabilities include (i) improved risk and capital management techniques and capabilities, (ii) further embedding risk management culture and behaviors in all aspects of the business, and (iii) better competitive positioning and standing in the industry. The use of advanced approaches including economic capital principles Read more […]
Quantitative Business Analyst / Programmer OTC Pricing recruitment
A global financial trading exchange have an urgent requirement for a Quantitative Business Analyst / Programmer to be responsible for developing pricing models to correctly value OTC products for a VaR ( Value at risk ) based margin calculations and scenario based stress testing of market, credit and liquidity risk. You will develop VaR based models for IR, FX, Equity and commodity OTC instruments in order to establish appropriate margins. As the Quantitative Business Analyst / Programmer you will also design and develop models to measure and manage liquidity risk, concentration risk and wrong Read more […]