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Senior Quantiative Analyst - Model Validation

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  • 12 month rolling contract
  • Model validation for market risk
  • Hybrid working arrangement

Our Client:

Our client is seeking a Senior Quantitative Analyst to engage extensively with model owners and developers, working groups, and project teams to deliver high-quality validation activities. The company values its employee's growth and offers flexible working arrangements, generous parental leave policies, and continuous learning opportunities.

Key Responsibilities:

  • Validate quantitative models
  • Ensure the scope of independent validation challenges a model’s application, methodology, implementation, data usage, and documentation
  • Develop and enhance independent models used for validation
  • Present validation outcomes to management, model owners, and developers
  • Work independently and as part of a team to meet tight deadlines

What You'll Bring:

  • At least 5-6 years’ experience within a financial market quantitative team
  • Thorough knowledge of financial markets and understanding of interest rate derivatives such as IRS, XCCY swaps, OTC options etc.
  • Excellent tertiary qualification in actuarial, statistics, econometric or other related quantitative discipline
  • Programming fluency (e.g. R, Python, C/C++/C# or equivalent)
  • Experience using front office and risk systems like Murex and QRM is an advantage

Apply Now!

Hybrid Working Arrangements

Sydney, NSW CBD 2000

Aboriginal and Torres Strait Islander Peoples are encouraged to apply.
To apply please click apply or call Christina Tran on 02 8289 3127 for a confidential discussion.

Contract Type: TEMPORARY

Specialism: Banking & Financial Services

Focus: Quantitative

Industry: Banking

Salary: super

Workplace Type: Hybrid

Experience Level: Mid Management

Location: Sydney

Job Reference: 2001690/001

Date posted: 29 August 2024

Consultant: Christina Tran

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