Quantitative Analyst
Sydney, New South Wales, Australia
R
AUD 103K-120K (estimate) Mid-level Full Time
Tasks
- Build risk and valuation models for derivative overlays
- Collaborate with capital markets stakeholders
- Design and build ALM models
- Design and build dynamic hedging models
- Develop and maintain stochastic models
- Generate performance risk and stress reporting
- Present deliverables to internal and external stakeholders
- Provide quantitative support for derivative valuation risk and attribution models
- Support quantitative development using automation platforms
- Use internal models and external platforms
Perks/Benefits
- Conference attendance
- Employee assistance program
- Flexible hybrid work arrangements
- Paid leave
- Paid study
- Travel opportunities
- Wellbeing initiatives
Skills/Tech-stack
Bloomberg MARS | C# | C++ | Excel | Option pricing | Portfolio Theory | Power BI | Python | R | SQL | Stochastic Modeling
Education
N/A
Roles
Regions
Countries
States
Cities
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