$120000 - $140000 per annum, Benefits: High-Performing Team l Competitive Salary l Global Presence
Job Type
Valerie Lai
Contact email
Email Valerie
Contact phone
+61 8227 9200
6 days ago
Join as a Quantitative Analyst / Senior Quantitative Analyst high-performing independent international consulting firm with their head office in Sydney, Australia working across their Financial Risk Management (FRM) practice. The team focuses on a variety of quantitative related projects including: 

  • Dynamic Hedging Work - risk neutral valuations - develop, run and present Black-Scholes model and this scope of work to clients. 
  • Value Derivative Work 
  • Build Retirement Income Models - using stochastic models, conduct in-depth analysis and present to clients
  • Research Project / Consulting work 

Role & Responsibilities:
  • Monitor market exposures (Greeks) embedded in investment guarantees and derivatives
  • Produce daily risk reports, end-of-month performance reporting
  • Support investment operations
  • Perform modelling and ad-hoc analysis for consulting projects.
  • Maintain and develop relationships with clients

Ideal Candidate
  • 2 - 5 years of experience in financial services with a preferred background in finance, quantitative finance, and/or actuarial 
  • Strong quantitative and analytical capabilities
  • Knowledge of capital markets, quantitative finance, insurance, or superannuation
  • Relevant Coursework: finance, actuarial sciences, mathematics, economics, computer science, or engineering
  • Desired Computer Skills: Microsoft Office, VBA, Python, SQL
  • Excellent communication and time management skills

If you or anyone in your network is interested in this opportunity, please click "APPLY" below and submit a WORD copy of your CV. Should you have any further questions, please contact Valerie Lai on or on 02 8227 9200.