My client, a leading Financial Services organisation, seeks a Senior Quantitative Analyst to join its team in the Sydney CBD. This role, reporting to the Senior Manager of Quantitative Risk, will be responsible for the development and implementation of derivative pricing models in addition to managing data 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.
• Instrument valuation and pricing across all Equities and Fixed Income products (Exchange Traded and OTC)
• Maintenance of existing models
• Concentration and liquidity risk analysis
• Development of code for risk models (predominantly in C#, 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:

• 5+ years in a Quant/Risk role
• Educational background in Mathematics, Econometrics, Statistics or other highly numerate field.
• Strong understanding of Derivatives
• Exceptional knowledge of Equities and Rates products
• Strong coding experience in C++, C#, Python, R or SQL
• Experience working on a trading floor highly regarded
• Excellent stakeholder engagement skills.

On offer is a chance to join a well known and very well respected organisation with exceptional career growth potential.

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