Rates & Curves Risk
Salary AUD100,000 - AUD110,000 per annum + superFULL_TIME
Consultant Georgia Whiting
Date posted 26 October 2018 2018-10-262018-11-24 financial-services 1 Farrer place Sydney 2000
We are seeking a market risk or product control professional to join an exciting and diverse global team responsible for developing and supporting all aspects of the rates validation across all asset classes. It will provide someone with strong market instruments experience an interesting and broad role within an exciting environment.
The key responsibilities are:
- Actively apply your technical skills and market knowledge to ensure rate and curves are accurate for EOD valuation
- Lead various projects to look into existing processes and systems to identify issues and provide solutions
- Work closely with a wide range of stakeholders in Global Markets, such as Market Risk, Trading, FO Quants, Model Validation and Product/Financial Control
The key requirements are:
- Expert level of knowledge of valuation principles for linear and non-linear products across all asset classes.
- Excellent market convention and curve construction knowledge is desired, particularly linear LM candidates with Market Risk, Valuations or Trading experience preferred
- Strong system skills (Excel VBA, Access, SQL)
- Continuous Improvement Focus
- Good soft skills and university degree in related area (mathematics, financial mathematics, finance etc)
To apply please click apply or call Georgia Whiting on 02 8289 3249 for a confidential discussion.