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Location
Sydney
Salary
$850-$1000 p/d+ super
Job Type
Contract
Ref
BH-180196-4
Contact
Valerie Lai
Posted
8 months ago
Join a Tier 1 Institution within the Model Validation team focusing on the traded market risk portfolio.
  • Permanent Opportunity
  • Location: ideally Sydney. Open to other locations in Australia.
  • Drive real change in this fast-paced role in this high performing team.
Role & Responsibility:
  • Build. and test derivative pricing models. Must understand how to discount swaps
  • Value adjustment - CVA, xVA, counterparty credit risk and xVA
  • Sit within a model validation team overseeing everything under traded market risk (ex: derivative models, pricing, xVA, etc).
  • Tools: R
Requirements:
  • Tertiary education in Quantitative Finance, Actuarial, Economics, Statistics, Mathematics or Engineering
  • 3+ years of experience of modelling experience (preferably within a traded market risk environment)
  • Strong problem solving skills
  • Ability to convey complex information to non-technical stakeholders
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.