Senior Quantitative Analyst

Commonwealth Bank

CBD location

Diverse & challenging role

Dynamic professional team

Excellent opportunity to build development requirements for new products

The organisation has developed proprietary risk systems and a library of quantitative models to calculate market risk and counterparty credit risk for a wide range of traded financial market instruments, including derivatives. Both Historical Simulation and Monte Carlo methods are employed.

On-going development of the risk measurement systems requires a quantitative analyst to assist in building development requirements for new products and to undertake testing and signoff of pricing and risk outcomes. This role will act as a conduit between the trading business, and the quantitative / technology areas in the delivery of leading technology for the quantification of risk.

To qualify for this role you will need to possess the following:

5 years experience in financial markets in a quantitative role

A solid academic background in a numerate discipline (e.g. mathematics, engineering, finance)

Experience in pricing a range of foreign exchange, interest rate and commodity derivatives

Be willing to expand your knowledge to include other financial markets and be eager to learn new products

Be a team performer and be willing to contribute new ideas and interact with other quantitative analysts in the organisation

Solid computer programming skills

To apply for this role click on the link, http://www.commbank.com.au/careers/howtoapply.asp and click apply now at the bottom of the page. The position reference number is 337658.If you have difficulty applying, please contact our Advice Centre on 1800 989 696 Monday to Friday from 8am to 6pm and select Option 4 followed by 1

If you require further information on the role, please contact: - Natalie Bilowol on 02 9151 8848 or email Natalie.Bilowol@cba.com.au