Menu
Connecting...
Senior Quantitative Analyst / Manager – Market Risk VaR Validation – Investment Bank
Reporting to the Senior Manager, you will be part of a technical Market Risk Analytics team witin an investment bank overseeing all of the global market risk models including the validation and implementation.
Bullet Points:
Competitive salary with flexible work environment
Exposure to global market risk models with an experienced team
Impactful role within the organisationwith high visibility with Senior Leadership
Responsibilities:
Varied role combining model risk, complicated models and quantitative analysis
Build the quantitative models needed for risk management systems that generate Value at Risk (VaR)
Validation of the traded book – overseeing the derivative pricing and regulatory capital models
Counterparty credit risk – building the risk engine and validating the models along iwht valuation adjustments (XVA)
About Yourself?
Tertiary education within a quantitative background (ex: quantitative finance, actuarial, statistics, engineering, etc) and excellent problem solving skills
Exposure to market risk within a financial institution is preferred but not necessary
Strong understanding of analytic techniques including simulations, regression analysis, or time series analysis
Experience with programs such as: C, R, Python, VBA, and Excel
Excellent communication skills (verbally and written form) to manage key 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.
Are you a seasoned professional in risk management and internal audit, driven by the desire to effect real change in organisations? Our prestigious client, a boutique consulting firm specialising i...
Are you a seasoned professional in risk management and internal audit, driven by the desire to effect real change in organisations? Our prestigious client, a boutique consulting firm specialising i...
We are currently seeking an exceptional Regulatory Engagement Manager to join a thriving Brisbane based, financial services business, an organisation that fosters a culture of high performance and ...
The Opportunity to Join Our Team Are you ready to make a difference in the financial wellbeing of Australians? Reporting directly to the Trustee Board, play a pivotal role in advocating for member ...
The Opportunity to Join Our Team Are you ready to make a difference in the financial wellbeing of Australians? Reporting directly to the Trustee Board, play a pivotal role in advocating for member ...
The Opportunity to Join Our Team Are you ready to make a difference in the financial wellbeing of Australians? Reporting directly to the Trustee Board, play a pivotal role in advocating for member ...
The Opportunity to Join Our Team Are you ready to make a difference in the financial wellbeing of Australians? Reporting directly to the Trustee Board, play a pivotal role in advocating for member ...