- Sydney
- $Neg
New Role – Business Aligned – Project Based
Organisation
An Financial Institution is looking for Senior Quant to drive a multi-year strategic program of work centered on Margining and Clearing Risk.
Role
- Development of new Clearing Risk & Margining methodologies
- Development of new suite of stress testing
- Lead the development of adjacent Quantitative initiatives within the program
- Advancement of documentation and documentation methodology across model build and the library
- Interaction with a number of stakeholders both on and offshore
Individual
- Extensive experience of quantitative analytics in a Markets related field
- Track record of achievement in Front Office, Risk, Validation, Model Audit or Quant Dev environment
- Experience of Linear & Non Linear Rates, OTC and Commodities products advantageous
- Familiarity with Python and C (# or ++)
- Professional qualifications such as CFA, FRM, Masters of Applied Finance desirable
- Strong organizational skills
- Impeccable communications both written and verbal
- Ability to work under pressure
- Ability to drive multiple projects simultaneously
To apply, please send your CV by clicking on the appropriate link, or for more information or a confidential discussion, please contact Graeme Bradley on:Â graeme.bradley@avenir-consulting.com.au / +61 421 076 087