Quantitative Analyst
Sydney, New South Wales, Australia
R
AUD 103K-120K (estimate) Mid-level Full Time
Tasks
- Collaborate with teams to enhance quantitative modelling capability
- Deliver quantitative solutions to stakeholders
- Design and build ALM and dynamic hedging models
- Design and build risk and valuation models for derivative overlays
- Develop and maintain stochastic models for retirement income strategies
- Generate performance risk and stress reporting
- Provide quantitative support for derivative valuation risk and attribution models
- Use internally developed models and systems and external platforms such as Bloomberg MARS
Perks/Benefits
- Conference opportunities
- Employee assistance program
- Flexible schedule
- Hybrid work
- Learning and development support
- Leave
- Paid study
- Travel opportunities
Skills/Tech-stack
ALM | Attribution Modeling | C# | C++ | Derivative pricing | Dynamic hedging | Excel | Option pricing | Portfolio Theory | PowerBI | Python | R | Risk Modeling | SQL | Stochastic Modeling | Valuation modeling
Education
N/A
Roles
Regions
Countries
States
Cities
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