Senior Quantitative Analyst

1 week ago


Sydney, New South Wales, Australia Commonwealth Bank Of Australia Full time
Job Summary

We are seeking a highly skilled Senior Quantitative Analyst to join our Portfolio Analytics and Modelling team within the Chief Investment Office (CIO) of the Commonwealth Bank of Australia. As a key member of the team, you will be responsible for developing analytical infrastructure to support the CIO's strategic priorities, including the implementation of the Group's Interest Rate Risk in the Banking Book (IRRBB) modelling framework.

About the Role

In this role, you will assist in the development of Python and VBA tools to implement and support decision-making and risk analysis. You will also provide assistance in the investigation of Balance Sheet risk changes and issue management, as well as contribute to the development and optimisation of CIO trading strategies. Additionally, you will implement continuous process improvements and productivity gains, and continually develop relationships with relevant business units across the organisation.

Key Responsibilities

- Develop Python and VBA tools to implement and support decision-making and risk analysis
- Assist in the development, configuration and testing of the IRRBB capital models in QRM, including enhanced market risk factor modelling and implementation of new products
- Provide assistance in the investigation of Balance Sheet risk changes and issue management
- Contribute to the development and optimisation of CIO trading strategies
- Implement continuous process improvements and productivity gains
- Continually develop relationships with relevant business units across the organisation

Requirements

- Demonstrable experience in Capital Market risk
- Strong Python, VBA, and SQL knowledge and experience
- Prior experience with pricing of financial instruments is highly regarded
- Strong understanding of financial markets and financial products
- Are a critical thinker with an independent thought process
- Strong financial modelling skills
- Ability to present complex financial concepts to a wider audience
- Strong analytical and numeracy skills
- Higher tertiary education in a quantitative finance field; Actuarial, Financial Mathematics, Financial Statistics, etc.

What We Offer

We support our people with at least half your time each month connecting in the Sydney office, allowing for flexibility in the remaining time. We have many other flexible working options available, including changing start and finish times. Talk to us about how these arrangements might work for you.

  • Sydney, New South Wales, Australia Anton Murray Consulting Full time

    At Anton Murray Consulting, we are seeking a highly skilled Senior Quantitative Analyst to join our team. The successful candidate will be responsible for conducting advanced, complex statistical and quantitative analyses for assigned areas, working closely with stakeholders to ensure the development and activation of impactful intelligence deliverables.Key...


  • Sydney, New South Wales, Australia Anton Murray Consulting Full time

    At Anton Murray Consulting, we are seeking a highly skilled Senior Quantitative Analyst to join our team. The successful candidate will be responsible for conducting advanced, complex statistical and quantitative analyses for assigned areas, working closely with stakeholders to ensure the development and activation of impactful intelligence deliverables that...


  • Sydney, New South Wales, Australia Australian Super Full time

    AustralianSuper is seeking a highly skilled Senior Quantitative Analyst to join their Institutional Investment team based in Sydney or Melbourne. As a Senior Quantitative Analyst, you will be responsible for developing quantitative tools and data visualizations to support the management of the Fixed Income sector portfolios and Sector Allocation process.The...

  • Quantitative Analyst

    1 month ago


    Sydney, New South Wales, Australia Future You Full time

    Job Title: Quantitative AnalystFuture You is seeking a highly skilled Quantitative Analyst to join our Treasury team. As a Quantitative Analyst, you will play a key role in developing and implementing financial models, analyzing market data, and identifying opportunities for growth and optimization.Key Responsibilities:Develop and maintain complex financial...

  • Quantitative Analyst

    1 month ago


    Sydney, New South Wales, Australia Future You Full time

    Job Title: Quantitative AnalystFuture You is seeking a highly skilled Quantitative Analyst to join our Treasury team. As a key member of our team, you will be responsible for analyzing and developing models to support our business decisions.Key Responsibilities:Contribute to the establishment and development of financial modelsPerform analytics on structured...


  • Sydney, New South Wales, Australia Susquehanna Pacific Full time

    OverviewSusquehanna Pacific is a global quantitative trading firm that seeks a highly skilled Equity Analyst to join its Research team. As an Equity Analyst, you will partner with senior analysts and traders to identify investment opportunities in the equity or options market.The successful candidate will be responsible for providing real-time opinions on...


  • Sydney, New South Wales, Australia Sig Susquehanna Full time

    Job Title: Graduate Equity AnalystAt Susquehanna, we are seeking a highly motivated and detail-oriented Graduate Equity Analyst to join our Research team. As an Equity Analyst, you will play a critical role in identifying investment opportunities in the equity or options market.Key Responsibilities:Conduct in-depth analysis of financial markets and identify...


  • Sydney, New South Wales, Australia Susquehanna Pacific Full time

    Job SummarySusquehanna Pacific is seeking a highly motivated and detail-oriented Quantitative Equity Analyst to join our Research team. As a key member of our team, you will be responsible for identifying investment opportunities in the equity or options market, providing real-time opinions on breaking news, and collaborating with senior analysts and traders...


  • Sydney, New South Wales, Australia SIG Full time

    Join Our Team as an Equity AnalystAt SIG, we're looking for a talented Equity Analyst to join our Research team. As an Equity Analyst, you'll play a key role in identifying investment opportunities in the equity or options market. You'll work closely with our senior analysts and traders to provide real-time opinions on breaking news and in-depth analysis of...


  • Sydney, New South Wales, Australia SIG Full time

    Join Our Team as an Equity AnalystAt SIG, we're seeking a talented Equity Analyst to join our Research team. As an Equity Analyst, you'll play a crucial role in identifying investment opportunities in the equity or options market. You'll work closely with our senior analysts and traders to provide real-time opinions on breaking news and in-depth analysis of...


  • Sydney, New South Wales, Australia Sig Susquehanna Full time

    Job Title: Graduate Equity AnalystJoin our team of talented professionals at Sig Susquehanna, a global quantitative trading firm, as a Graduate Equity Analyst. In this role, you will be responsible for identifying and analyzing upcoming volatility events, providing real-time opinions on breaking news, and forecasting dividends.About the Role:Collaborate with...


  • Sydney, New South Wales, Australia Sig Susquehanna Full time

    About the RoleSig Susquehanna is seeking a highly skilled and motivated Equity Analyst to join our Research team. As an Equity Analyst, you will be responsible for identifying investment opportunities in the equity or options market, providing real-time opinions on breaking news, and collaborating with senior analysts and traders to develop trade ideas.This...


  • Sydney, New South Wales, Australia Sig Susquehanna Full time

    OverviewWe are seeking a highly motivated and detail-oriented Equity Analyst to join our Research team at Sig Susquehanna. As an Equity Analyst, you will be responsible for identifying investment opportunities in the equity or options market, providing real-time opinions on breaking news, and collaborating with senior analysts and traders to develop trade...

  • Quantitative Analyst

    2 months ago


    Sydney, New South Wales, Australia Future You Full time

    About the RoleWe are seeking a highly skilled Quantitative Analyst to join our Treasury team in a broad role focusing on analytics, strategy, and projects.Key ResponsibilitiesContribute to model establishment and developmentPerform analytics on upcoming structured transactions and new productsWork closely with various derivative products such as swaps,...

  • Quantitative Analyst

    1 month ago


    Sydney, New South Wales, Australia Future You Full time

    About the RoleWe are seeking a highly skilled Quantitative Analyst to join our Treasury team. As a key member of the team, you will be responsible for contributing to the establishment and development of models, performing analytics on structured transactions and new products, and working closely with various derivative products.Key...

  • Quantitative Analyst

    1 month ago


    Sydney, New South Wales, Australia Future You Full time

    About the RoleWe are seeking a highly skilled Quantitative Analyst to join our Treasury team. As a key member of the team, you will be responsible for contributing to the establishment and development of models, performing analytics on structured transactions and new products, and working closely with various derivative products.Key...


  • Sydney, New South Wales, Australia Susquehanna Pacific Full time

    About the RoleWe are seeking a highly motivated and detail-oriented Quantitative Equity Analyst to join our Research team at Susquehanna Pacific. As an Equity Analyst, you will play a critical role in identifying investment opportunities in the equity or options market, working closely with senior analysts and traders to provide real-time opinions on...


  • Sydney, New South Wales, Australia Susquehanna Pacific Full time

    OverviewSusquehanna Pacific is a global quantitative trading firm that seeks a highly skilled Equity Analyst to join its Research team. As an Equity Analyst, you will partner with senior analysts and traders to identify investment opportunities in the equity or options market. Your role will involve providing real-time opinions on breaking news and in-depth...


  • Sydney, New South Wales, Australia Susquehanna Pacific Full time

    OverviewSusquehanna Pacific is seeking a highly skilled and motivated Quantitative Equity Analyst to join our Research team. As a key member of our team, you will be responsible for identifying investment opportunities in the equity or options market, providing real-time opinions on breaking news, and collaborating with senior analysts and traders to develop...


  • Sydney, New South Wales, Australia Sig Susquehanna Full time

    Job DescriptionSusquehanna is a global quantitative trading firm that values education and development, especially for recent graduates. As an Equity Analyst, you will partner with senior analysts and traders to identify investment opportunities in the equity or options market. Your role will involve providing real-time opinions on breaking news, forecasting...