Senior Quantitative Risk Analyst

1 month ago


Sydney, Australia Future You Full time
  • Global Renewable Energy Business with Growth Mindset
  • Reporting to Head of Risk
  • Hybrid WFH, Syd CBD / Melb CBD based

Client details
Our client specializes in offering energy solutions, placing a strong emphasis on initiatives centered around renewable energy. Their dedicated team has played a pivotal role in driving the transition of the UK towards renewable energy sources. Presently, their primary focus lies in supporting Australian businesses to adopt and leverage alternative energy solutions, contributing to the achievement of net zero carbon emissions.

Description

The Senior Quantitative Risk Analyst will focus on all market risk-related needs within the department.

Key Responsibilities:

  • Risk reporting and monitoring of energy portfolio.
  • Analysing the wholesale energy market and sharing insights. 
  • Build various VaR models and simulation models using Python / SQL / R etc.
  • Build modelling methodology across derivative products.
  • Business partner with the Finance team for month-end valuations.
  • Undertaking risk measurement calculations e.g. Market risk; credit risk.
  • Maintaining Energy Trading Risk Management system.
  • Refining risk management policies and procedures.

Profile
To be successful, you must have:

  • 3-5 years’ experience in quantitative risk management.
  • Bachelor’s degree in relevant discipline – mathematics, finance, engineering, actuarial etc.
  • Energy Industry experience / Banking industry experience with energy commodities (eg. electricity, gas) will be highly regarded.
  • Experience building VaR models / Monte Carlo simulation models from scratch using Python, R, SQL, VBA.
  • Advanced Excel Skills
  • Role can be either Sydney CBD or Melbourne CBD based

Job Offer
The salary on offer for this permanent role is $120k to $160k base + super + bonus potential.

To apply for this position, please click the 'Apply Now' button below or send your CV directly to Neha Jain on nehajain@future-you.com.au



  • Sydney, New South Wales, Australia Quantitative Talent Ltd Full time

    Senior Quantitative Researcher / Trader - SydneySydney, Australia | Posted on 27/09/2023 Our client is a global quantitative trading firm. The firm is committed to developing its people, providing a collaborative and supportive work environment, and delivering exceptional returns. They are seeking a talented and motivated Quantitative Researcher & Trader to...


  • Sydney, Australia Australian Prudential Regulation Authority (APRA) Full time

    **Contribute to APRA’s role as prudential regulator of financial institutions in the systemically important area of market risk measurement**: - **Join a team of enthusiastic professionals, with a unique insight into the Financial Services World**: - **Opportunity for flexible working arrangements in a workplace that values diversity, inclusion and...


  • Sydney, New South Wales, Australia Australian Prudential Regulation Authority (APRA) Full time

    Contribute to APRA's role as prudential regulator of financial institutions in the systemically important area of market risk measurement:Join a team of enthusiastic professionals, with a unique insight into the Financial Services World:- Opportunity for flexible working arrangements in a workplace that values diversity, inclusion and work/life balanceAPRA...


  • Sydney, New South Wales, Australia Future You Full time

    Global Renewable Energy Business with Growth MindsetReporting to Head of RiskHybrid WFH, Syd CBD / Melb CBD basedClient detailsOur client specializes in offering energy solutions, placing a strong emphasis on initiatives centered around renewable energy. Their dedicated team has played a pivotal role in driving the transition of the UK towards renewable...


  • Sydney, New South Wales, Australia Future You Full time

    Global Renewable Energy Business with Growth MindsetReporting to Head of RiskHybrid WFH, Syd CBD / Melb CBD basedClient detailsOur client specializes in offering energy solutions, placing a strong emphasis on initiatives centered around renewable energy. Their dedicated team has played a pivotal role in driving the transition of the UK towards renewable...


  • Sydney, New South Wales, Australia Bluefin Resources Full time

    Senior Quantitative Analyst (Front Office) Location - Sydney Contract - 12 months Rate & Salary - Competitive Daily Rate (can share on request) Multiple Senior Quantitative Analyst positions for a keen financial professional with strong skills across derivative pricing, risk and independent valuations across financial markets. About the role: In this role...


  • Sydney, New South Wales, Australia eFinancialCareers Ltd. Full time

    Senior Quantitative Analyst - Market Risk Senior Quantitative Analyst - Market Risk Commonwealth Bank of Australia Sydney, Australia Senior Quantitative Analyst - Market Risk Commonwealth Bank of Australia Sydney, Australia Posted 6 days ago Permanent Competitive Senior Quantitative Analyst - Market Risk You are passionate, motivated and display a...


  • Sydney, New South Wales, Australia Macquarie Bank Limited Full time

    Senior Quantitative Analyst | Equity Risk Join the Equity Risk Analysis Group as a Senior Quantitative Analyst where you will be part of the team that provides quantitative support to investment teams for equity and multi-asset strategies globally, as well as for the firm's senior management. At Macquarie, our advantage is bringing together diverse people...


  • Sydney, New South Wales, Australia EFinancialCareers Ltd. Full time

    Senior Quantitative Analyst, Model Risk Westpac Banking Corporation Sydney, Australia Senior Quantitative Analyst, Model Risk Westpac Banking Corporation Sydney, Australia Posted 2 days ago Permanent Competitive Job Description How will I help?The Model Risk team is responsible for the independent validation of all models across Westpac Group as well as...


  • Sydney, New South Wales, Australia Bluefin Resources Full time

    Excellent opportunity to join one of the largest financial service institutions Leverage your quantitative skills to join a team of model reviewers Excellent opportunity to work on new model classes such as ALGO, ML & AIAn excellent opportunity exists for a Senior Quantitative Analyst within one of Australia's largest financial service institutions. Joining...


  • Sydney, Australia Macquarie Full time

    Join the Equity Risk Analysis Group as a Senior Quantitative Analyst where you will be part of the team that provides quantitative support to investment teams for equity and multi-asset strategies globally, as well as for the firm's senior management. At Macquarie, we are working to create lasting value for our communities, our clients and our people. We are...


  • Sydney, Australia Macquarie Full time

    Join the Equity Risk Analysis Group as a Senior Quantitative Analyst where you will be part of the team that provides quantitative support to investment teams for equity and multi-asset strategies globally, as well as for the firm's senior management. At Macquarie, we are working to create lasting value for our communities, our clients and our people. We are...


  • Sydney, Australia Snowyhydro Full time

    Snowy Hydro is a dynamic, integrated energy business that has been providing on-demand, reliable energy to Australia for generations. Snowy Hydro owns and operates a powerful combination of generation assets, including the mighty Snowy Mountains Scheme, gas and diesel plants, and contracted wind and solar energy. We also provide electricity and gas to about...


  • Sydney, Australia Snowyhydro Full time

    Snowy Hydro is a dynamic, integrated energy business that has been providing on-demand, reliable energy to Australia for generations. Snowy Hydro owns and operates a powerful combination of generation assets, including the mighty Snowy Mountains Scheme, gas and diesel plants, and contracted wind and solar energy. We also provide electricity and gas to about...


  • Sydney, New South Wales, Australia Snowyhydro Full time

    Snowy Hydro is a dynamic, integrated energy business that has been providing on-demand, reliable energy to Australia for generations. Snowy Hydro owns and operates a powerful combination of generation assets, including the mighty Snowy Mountains Scheme, gas and diesel plants, and contracted wind and solar energy. We also provide electricity and gas to about...


  • Sydney, New South Wales, Australia Commonwealth Bank Full time

    Quantitative AnalystDo what matters:Risk Management is responsible for developing and deploying the risk frameworks to allow the Group to take conscious exposures to credit, market, operational, compliance and insurance risks within a Board-approved appetite.See yourself in the team:Reporting directly to the Executive Manager of Credit Model Validation,...


  • Sydney, New South Wales, Australia Macquarie Bank Limited Full time

    Senior Quantitative Analyst | Fundamental Review of the Trading Book Project Join our Market Risk division and work in a multifunctional team on the delivery of the FRTB IMA capital engine for the Group. At Macquarie, our advantage is bringing together diverse people and empowering them to shape all kinds of possibilities. We are a global financial services...


  • Sydney, New South Wales, Australia Snowyhydro Full time

    Snowy Hydro is a dynamic, integrated energy business that has been providing on-demand, reliable energy to Australia for generations. Snowy Hydro owns and operates a powerful combination of generation assets, including the mighty Snowy Mountains Scheme, gas and diesel plants, and contracted wind and solar energy. We also provide electricity and gas to about...


  • Sydney, Australia ANZ Banking Group Full time

    **Req ID**: 61042 **Department**: Insto Markets COO **Division**: Institutional **Location**: Sydney About the role At ANZ our purpose is to shape a world where people and communities thrive. We’re making this happen by improving the financial wellbeing and sustainability of our customers so they can achieve incredible things - whether they’re buying a...


  • Sydney, Australia Macquarie Full time

    Quantitative Analyst | Market Risk Join our global Market Risk Team based in Sydney and play a key role supporting a team responsible for running and maintaining the Value at Risk calculation engine that calculates capital for Macquarie's market facing activities. At Macquarie, we are working to create lasting value for our communities, our clients and our...