- Sydney
- $200k ++
New Role – Risk Quant – Model Build
Organisation
An International IB are looking for a 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 Quanititative 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
- Exemplary academic record of achievement in a Quantitative or STEM discipline
- Extensive experience of quantitative analytics in a Financial Markets related field
- Depth of knowledge across OTC, Derivatives Pricing and Markets Data (historical and reference)
- Depth of knowledge across R or Python and ability to work large datasets
- Ability to work in an AGILE environment with exposure to Confluence and JIRA
- Exposure to Design, Build, Test and Deployment lifecycle desirable
- Impeccable communications both written and verbal
- Ability to work under pressure
- Ability to drive multiple projects simultaneously
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