Quantitative Risk Expert

1 week ago

Sydney, New South Wales, Australia beBeeRisk Full time $160,000 - $210,000

Job Title:

A highly skilled Quantitative Risk Analyst is required to lead our market risk analysis initiatives.

Key Responsibilities:

  • Design, develop and maintain independent market risk benchmark models
  • Challenge model assumptions, mathematical formulation, and implementation
  • Communicate complex technical ideas effectively to non-technical stakeholders

Required Skills and Qualifications:

  • PhD or Master's degree in finance, physics, mathematics, statistics, econometrics, or a related field
  • Strong derivative pricing skills with expertise in risk-neutral pricing, stochastic calculus, numerical techniques (finite differences, Monte Carlo simulation, binomial/trinomial trees, numerical integration)
  • Coding skills in C++/Python
  • Approximately 5 years of experience in Market Risk in a quantitative role within Front Office or Risk Management

Key Skills:

  • Derivative pricing
  • Risk management
  • Market risk analysis
  • Statistical modeling
  • Programming in C++/Python

Benefits and Opportunities:

  • Contribute to the development of advanced risk management solutions
  • Collaborate with cross-functional teams to drive business growth and success

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