Your new company

Join one of Australia’s leading banking organisations and contribute to the Institutional Banking and Markets Business as a Quantitative Senior Analyst. In this position, you will develop and maintain processes to monitor and explain the daily market capital movements.

Your new role

As a Senior Analyst, you will be responsible for;

• Design, build and manage processes dealing with large amounts of complex market data

• Be able to produce and derive market data via pricing processes. Have a good understanding of Quant pricing models, model parameters and input market data

• Understand the pricing processes and how they change under different market scenarios. Understand the limitations of different pricing models under a range of market scenarios.

• Query Murex and its processes and understand how the Var scenarios and underlying pricing routines operate a good working knowledge of Murex including pricing and market risk capital calculations is preferable.

What you'll need to succeed

• Strong knowledge of Institutional Banking and Market Risk

• Advanced Python knowledge and proficiency in C++ will be highly valued

• Proven stakeholder management capabilities

• Excellent written and spoken communications skills with strong influencing and interpersonal abilities

What you'll get in return

This is a great opportunity to work with a leading Australian Bank that offers great career progression opportunities and leading training programs. You will have the opportunity to contribute to meaningful risk management activities and be recognised by senior stakeholders for your work.

What you need to do now

If you're interested in this role, click 'apply now' to forward an up-to-date copy of your CV, or contact Keytan Hislop via email at Keytan.Hislop@hays.com.au or on +61 (0) 2 8062 6195.