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
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
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 firstname.lastname@example.org or on 02 8227 9200.
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