Senior Quantitative Analyst

Commonwealth Bank

Sydney CBD location

One of Australia's premier financial institutions

Excellent opportunity to build a career in risk management or traded markets within

The Commonwealth Bank is one of Australia’s leading providers of integrated financial services. Its Financial and Risk Management Group provides specialist advice, strategies, information and policies on financial, risk and capital management matters, as well as comprehensive investor relations.

An opportunity exists for a well-qualified qualified quantitative analyst within the Group’s Market Risk Management team. The successful candidate will be providing specialist advice on the pricing of sophisticated financial derivatives in a broad range of asset classes, including foreign exchange, equities, interest rates, and a wide range of commodities. The role also involves designing financial pricing models for the Bank’s own risk engine, and providing senior management with quantitative insights into the Bank’s market risk profile.

The successful candidate will possess the following;

Minimum 2 years' experience in a market risk or traded markets environment

Excellent tertiary qualifications in finance and/or statistics

Strong programming skills, preferably in VBA and C++

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 341114.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