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Location
Sydney
Salary
$850-$1000 p/d+super
Job Type
Contract
Ref
BH-180446
Contact
Valerie Lai
Posted
about 1 year ago
Join a Tier 1 Institution as they build out their non-traded market risk validation team. This is an exciting role that is an intersection between IRRBB knowledge and statistical skills
  • Day Rate Contract Opportunity for 12 months
  • Location: ideally Sydney. Open to other locations in Australia.
  • Drive real change in this fast-paced role in this high performing team.
  • WFH: 2 days in office/ week (if in Sydney)
Role & Responsibility:
  • System upgrade using QRM to validate the IRRBB quantitative models
  • Develop and enhance independent validation models while adhering to APS117
  • Tools: QRM, Murex, R, Python
Requirements:
  • 2+ years of experience within a quantitative team within a financial services environment
  • Experience with IRRBB models and APS117
  • Strong understanding of interest rate models (ex: cross currency swaps, bootstrapping, valuations construction of models, VaR and Expected Shortfalls)
  • Strong stakeholder management and communication skills
For further information on this role or to confidentially apply, please contact Valerie Lai on 02 8227 9200 or apply directly via the Apply for this job button. Only WORD FORMAT resumes will be accepted.