- Sydney
- $1000 P/D ++
New Role – Risk Quant – Model Build
Organisation
A premier Financial Markets organisation is looking to add to its growing Quant Dev team.
Role
- Liaise with Quant team to develop Risk tools and applications to release into productionized environment
- Support the leadership within the Quantitative Risk team
- Design and develop a pricing library for risk solutions
- Work with business to provide risk management solutions across a product suite including Interest Rate, Equities, Swaps, OTC, ETO and Commodity products
- Support junior developers in the production of applications using C, R, Python
- Support margining system and its stress testing environment
- Driving work within an AGILE methodology and developing documentation practices
Individual
- Advanced C, SQL, Python or R
- Track record of achievements in either a front office, Risk or Quant Dev environment
- Experience of Linnear Rates, OTC and Commodities advantageous
- Strong organizational skills
- Impeccable communications both written and verbal
- Understands the benefit of documentation discipline
Please do reach out for a chat if you’d like more information on this one: graeme.bradley@avenir-consulting.com.au / +61 421 076 087