Join a Tier 1 Financial Institution as they build out their Quantitative Development team working across a range of transformation work on their clearing risk platform.
Location: Sydney
Team: Quantitative Development Team
WFH: 3 days in office/ week
Role & Responsibility:
Drive the transformation work to uplift the clearing risk platform
Re-design, re-build the clearing risk framework and contribute to longer-term strategic plan
Deliver on a revised approach and end-to-end delivery of the program.
Tools: SQL, .NET/C#, JIRA
Requirements:
Tertiary qualifications within a quantitative field (ex: mathematics, statistics, engineering, quant finance, etc)
4+ years within a quantitative developer experience within banking, market risk or related environment
Strong knowledge of exchange traded and OTC products (rates and equities), derivative pricing and market data and conventions
Ability to design, build, test and deploy code into production
Experience with JIRA, Confluence and Git systems is ideal
Ability to convey complex information to non-technical stakeholders
Strong stakeholder management and communication skills
For further information on this role or to confidentially apply, please contact Valerie Lai on 02 8227 9200 or apply directly via the Apply for this job button. Only WORD FORMAT resumes will be accepted.
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