Quantitative Research Scientist

CSIRO

Do you have a strong financial engineering background?

Do you want to work on new mathematical approaches and numerical methodologies in quantitative risk?

Join the Business and Services Analytics Research Program.

CSIRO Mathematical and Informatics and Statistics have an exciting career opportunity for an experienced quantitative research scientist with a strong financial engineering background. You will work as part of a team contributing toward a significant research agenda in quantitative risk and exotic options model development for the financial and energy markets.

In this exciting role you will:

be a member of a highly successful team of applied mathematicians and financial engineers working to address challenging problems in the financial markets and the energy industries both locally and globally

work on new mathematical approaches and numerical methodologies to deliver innovative solutions in the areas of exotic options-pricing, risk-management and investment valuations

Location: Clayton, Victoria

Salary: $86K to $93K plus up to 15.4% Superannuation

Tenure: Indefinite/Ongoing

Ref No: VIC00708

To be successful you will have:

A PhD with a major quantitative component, such as computational finance, applied mathematics, physics, engineering.

Demonstrated extensive experience in a quantitative research area, such as numerical analysis, Monte-Carlo simulation, tree methods.

Demonstrated ability to apply high level mathematical expertise to solving complex problems, such as in financial engineering.

Demonstrated extensive experience in computer programming skills and the use of computer languages such as C, C++, VBA.

About CSIRO:

Australia is founding its future on science and innovation. Its national science agency, Commonwealth Scientific and Industrial Research Organisation (CSIRO), is a powerhouse of ideas, technologies and skills for building prosperity, growth, health and sustainability. It serves governments, industries, business and communities.

About the Quantitative Risk (QR) Research Group

Our aim is to develop, implement and deliver robust and accurate risk quantification and measurement methodologies to the finance, energy and infrastructure/ security spaces. We deliver benefits to business and industry by directly working with industry practitioners in designing and implementing solutions. Our research results are delivered through reports and software that are used by industry practitioners in real-time production environments and through publication of our research results.

For further information and to apply online for the position of Quantitative Research Scientist please visit our website at http://www.csiro.au/careers ,choose 'Jobs Search' and insert Reference Number VIC00708 where indicated.

Applications Close: 28 August 2011