Manager / Senior Manager, Quantitative Market Risk
at Randstad
Greater Adelaide, South Australia, Australia -
| Start Date | Expiry Date | Salary | Posted On | Experience | Skills | Telecommute | Sponsor Visa |
|---|---|---|---|---|---|---|---|
| Immediate | 24 Jun, 2024 | Not Specified | 25 Mar, 2024 | N/A | Calypso,Derivatives,Git,C++ | No | No |
Required Visa Status:
| Citizen | GC |
| US Citizen | Student Visa |
| H1B | CPT |
| OPT | H4 Spouse of H1B |
| GC Green Card |
Employment Type:
| Full Time | Part Time |
| Permanent | Independent - 1099 |
| Contract – W2 | C2H Independent |
| C2H W2 | Contract – Corp 2 Corp |
| Contract to Hire – Corp 2 Corp |
Description:
Benefits:
- Permanent roles, with defined career progression.
- Gain exposure to a wide range of products: IRS, FX, Equities & Commodities
- Highly collaborative and high performing team.
- Melbourne / Sydney / Brisbane / Adelaide / Perth / Canberra location. Open to consider returning AU residents with relevant overseas experience.
Role Responsibilities (based on competencies):
- Develop, enhance, and validate all pricing and risk models in Financial Markets & Treasury.
- Present findings to model owners, developers and management. Challenge the existing models when required.
- Participate in risk transformation projects.
- Contribute to building an independent model valuation and new market risk pricing library (in C++).
Requirements:
- 7+ years of experience in quantitative market risk management / modelling.
- Knowledge of financial markets derivative models, including linear and nonlinear derivatives.
- Understanding of regulatory expectations in relation to derivatives, i.e. APS111, APS116, APS117, CPS226, APS180.
- Tertiary qualified in quant / engineering / mathematics / finance discipline.
- Knowledge of FRTB requirements and ability to replicate capital calculations.
- Highly advantageous: programming fluency (C++, R), Git, Murex, Calypso, Algorithmics RiskWatch and Real Time Credit Engine.
Please submit your CV via the ‘Apply’ button. For a confidential chat please contact Eugena Gong on eugena.gong@randstad.com.au
At Randstad, we are passionate about providing equal employment opportunities and embracing diversity to the benefit of all. We actively encourage applications from any background.
Responsibilities:
- Develop, enhance, and validate all pricing and risk models in Financial Markets & Treasury.
- Present findings to model owners, developers and management. Challenge the existing models when required.
- Participate in risk transformation projects.
- Contribute to building an independent model valuation and new market risk pricing library (in C++)
REQUIREMENT SUMMARY
Min:N/AMax:5.0 year(s)
Financial Services
Accounts / Finance / Tax / CS / Audit
Finance
Graduate
Proficient
1
Greater Adelaide SA, Australia
