Salary AUD800 - AUD1,000 per day + + Super
Location Sydney CBDCONTRACTOR
Consultant Jordan Jessup
Date posted 3 September 20192019-09-03 2019-10-03 financial-services Sydney CBD New South Wales AU AUD 800 1000 1000 DAY Robert Walters https://www.robertwalters.com.au https://www.robertwalters.com.au/content/dam/robert-walters/global/images/logos/web-logos/square-logo.png
One of the domestic banks is looking for a Quantitative analyst to support their market risk engine replacement project. The Quantitative analyst will provide FVA calculation and preparation testing, analysis and documentation of modelling in preparation for FRTB.
• Post-graduate degree in quantitative finance/physics/maths/engineering or similar.
• Knowledge of analysis tools such as R/SAS/matlab.
• Exposure to databases such as SQL server, or similar.
• Attention to detail and the ability to manage to deadlines
• Strong relationship-building and communication skills
• Knowledge of financial markets products.
• Knowledge of Market Risk concepts and methodologies, including APS116.
• Experience with any of Adaptive Analytics, Murex or Calypso would be an advantage.
• Experience with XVAs (particularly FVA) or FRTB would be an advantage.
To apply please click apply or call Jordan Jessup on +61 2 82893107 for a confidential discussion.