Quantitative Analyst

Vantage Recruitment

Quantitative Analyst in Market Risk (Global Markets)

Prominent Banking Group
Market Risk, Global Markets Mid-Level Quant Role
Salary range $100 - $110,000Base + Super + Bonus

Located in Sydney, our client is an extremely well known banking group, who are fast becoming a prominent force within global markets. The team has a good mix of experience and youth which creates an environment that focuses on mentoring and leadership. An expansion into the risk management division has created a role for a mid-level quantitative analyst to join this team.

Your role will involve valuing market and credit risk on exposures that pass the CSparq risk systems, liaise with other quants in front line units to ensure that risk is properly valued as well as ensuring compliance within risk management. This is a demanding and rewarding position that you will see playing a pivotal role in the day to day trading activities and the development of pricing and risk models using C++, C# and VBA. This is a newly created position designed for a quant that wishes to expand their pricing and risk modeling skills, as well as increasing your technical product knowledge.

To be successful in this position you will require strong quantitative skills gained from a financial markets environment. An excellent working knowledge of derivative products and the financial markets will essential, as would the ability to multi-task whilst working under pressurized market conditions. Highly developed mathematical and statistical abilities will be essential.

To apply for this position, contact Maria Skarveli at Vantage Recruitment on (marias@vantagerecruitment.com.au) (02) 8224 8718 for a confidential discussion.