My client, a leading Financial Services organisation, seeks a Quantitative Risk Modelling Analyst to join its team in the Sydney CBD. This role, reporting to the Senior Manager of Quantitative Risk Modelling, will be responsible for managing data, models and processes to estimate and report on risk exposures faced by the organisations’ counterparties.

The primary responsibilities of the role are:

• Model development and stress testing
• Model Validation
• Development of tools and analytics to support Risk Management capabilities
• Maintenance of existing models
• Development of code for risk models (predominantly in R and SQL)
• Contribute to the development of Stress Testing methodologies.
• Assist and contribute to key projects in the organisation.

Who we’re looking for:

• 2+ years in a Quant/Risk role
• Strong understanding of Market Risk management
• Good understanding of derivatives products
• Strong coding experience (R and SQL highly regarded)
• Undergraduate degree in a highly numerate field
• Strong project management skills
• Excellent stakeholder engagement skills.

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