- Sydney
- $220k ++
New Role – Risk Quant – Model Build
Organisation
An IB requires a senior CCR quant to join a growing teach with a large change remit.
Role
- Develop Counterparty Credit Risk regulatory modelling
- Exposure to APS 180 and APS 110
- Support the leadership within the Quantitative Risk team
- Work with business to provide risk management solutions across a product suite including Derivatives and Commodity products
- Support junior Quants in prototyping using Python
- Driving work within an AGILE methodology and developing documentation practices
Individual
- Advanced C, SQL, Python or R
- Track record of achievement in Quant Risk or Quant Dev environment
- Experience of XVA/CVA, Counterparty Credit and/or VaR models
- Exposure to Commodities & Energy advantageous
- Strong organizational skills
- Impeccable communications both written and verbal
- Understands Agile methodology
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