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Location
Sydney
Salary
140K-170k base + super
Job Type
Permanent
Ref
BH-180377-1
Contact
Valerie Lai
Contact email
Email Valerie
Contact phone
+61 8227 9200
Posted
about 1 month ago
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.