Associate Director/Director - Quantitative Developer, Systematic Trading

at  WESTPAC BANKING CORPORATION

JOB DESCRIPTION

The Systematic, Trading, Analytics and Quant Team (STAQ) is focused on the research, development, execution and delivery of systematic and algorithmic trading, quantitative support for derivatives pricing and risk management, and dynamic customer pricing models. They maintain their own suite of trading models and also collaborate closely with sales, trading, transformation and technology to deliver solutions in other areas.

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At Westpac we are committed to providing a supportive culture and creating diverse, inclusive, and accessible workplaces, branches, products and services for our customers, employees, and community. This role is open to experienced candidates seeking a discussion around workplace flexibility. We invite candidates of all ages, genders, sexual orientation, cultural backgrounds, people with disability, neurodiverse individuals, and Indigenous Australians to apply. If you have questions about the recruitment process, please email talentacquisition@westpac.com.au

To be successful in this role, you have exceptional software development and quant skills, with experience building a real time system with an OO language (e.g. C#, Java, C++) in a trading environment. It is vital you have experience with Python and programming in a multithreaded context. You will also have:

• A sound grasp of statistical concepts and techniques is crucial, as is the ability to collaborate with other specialists to deliver integrated systems in a timely fashion. Precise communication and project management skills are therefore important.
• An understanding of execution strategies, market impact and transaction cost modelling and of portfolio management tools, such as optimisation and backtesting.
• Familiarity with time-series methods and/or machine learning techniques are advantageous.
• In-depth knowledge of global FX markets is essential, good knowledge of commodity and fixed income futures markets is advantageous.
• High level of attention to detail, and disciplined approach to code-development and deployment.
• Experience using kdb/q is preferrable.
• Ability to work as part of a team (both locally and globally).
• Masters or PhD preferrable in a relatable subject

Together, we’re creating better futures for all our people, customers, communities, and shareholders. This has been our enduring Purpose.

• We inspire our people and together we are creating better futures. It’s our passion for embracing diversity and creating opportunities that enables them to dream big and fulfil their potential.
• We empower our customers. It’s our strength, agility and heart that gives them the confidence to navigate change and forge new paths. Empowered, our customers are creating better futures.
• We make change happen in the community. It’s our shared vision of a safer, greener and more inclusive world that sees us back new ideas, innovations and individuals who are creating better futures.
• We deliver for our shareholders by creating better futures together. It’s our ability to generate value for this generation and the next, which makes our shareholders proud to invest in us