Front Office
1 month ago
Recruiting highly motivated and skilled Front Office Quantitative Analyst
- Sydney CBD Location
- Flexible WFH
**Responsibilities**:
- Work with existing quants to enhance the in-house derivatives pricing library to meet the needs of Treasury and Financial Markets division.
- Enhance models, add new products, and improve the overall performance of the pricing library.
- Determine requirements and provide quantitative support whist working in a team
- Generate pricing sensitivities for derivative payoffs and demonstrate a thorough understanding of interest rate modelling.
- Analyze and solve financial problems leading to workable solutions.
- Develop your expertise, enhance your understanding of the business, and advance your career.
**Requirements**:
- Approximately 4-10 years' experience as a quant in a similar position
- A PhD or at least a Distinction level master's degree in mathematics, physics, engineering or quantitative finance
- Min. 2 years development experience in C++ (experience in C# or Java may be considered)
- Experience using source code management tools i.e., Git or SVN
- Ability to break down technical ideas to non-technical people.
Please note: Applicants need an Australian Citizenship or Permanent Residency to apply.
BBBH52086_167956332288874
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