Senior Quantitative Analyst

Details of the offer

Our client is investing heavily in their Quantitative Analytics capabilities and have established a highly capable team who are tasked with developing some of the best in class capabilities for this large organisation.Working with a wider team, you will provide support to the Manager of this team in the development and execution of quantitative analysis and modelling.Key responsibilities include:Overseeing the market simulation engine, ensuring timely execution of daily, monthly, and ad-hoc simulation runs to support operational and shareholder risk reporting.Contributing to market modelling development, proposing solutions for performance enhancement, and developing new functionalities and system improvements.Monitoring and addressing issues related to trading activities, risk management, and risk systems.Evaluating and analysing new products and structured transactions.Managing ad-hoc data tasks to support management and shareholder inquiries.Performing risk control processes such as daily portfolio checks, market reviews, market/credit checks, and risk transaction reviews.Supporting risk management committee meetings. Full Job DescriptionOur client is investing heavily in their Quantitative Analytics capabilities and have established a highly capable team who are tasked with developing some of the best in class capabilities for this large organisation.Working with a wider team, you will provide support to the Manager of this team in the development and execution of quantitative analysis and modelling.Key responsibilities include:Overseeing the market simulation engine, ensuring timely execution of daily, monthly, and ad-hoc simulation runs to support operational and shareholder risk reporting.Contributing to market modelling development, proposing solutions for performance enhancement, and developing new functionalities and system improvements.Monitoring and addressing issues related to trading activities, risk management, and risk systems.Evaluating and analysing new products and structured transactions.Managing ad-hoc data tasks to support management and shareholder inquiries.Performing risk control processes such as daily portfolio checks, market reviews, market/credit checks, and risk transaction reviews.Supporting risk management committee meetings.About YouAn advanced university degree, ideally with a strong focus on quantitative fields such as financial mathematics, physics, or statistics.Postgraduate qualifications, such as a Master's or PhD, are highly preferred.Minimum 5yrs experience in a quantitative analytics or software developmentIn depth knowledge of stochastic and optimisation modellingStrong programming skills in Python or SQLAbility to clearly communicate and co-operate with colleaguesThe position offers a competitive remuneration package, exposure to excellent work content, excellent learning and development prospects, and a supportive team culture in the Brisbane office.For more information, please contact either Adam Taylor (******) or Haydn Furness (******) Be careful - Don't provide your bank or credit card details when applying for jobs. Don't transfer any money or complete suspicious online surveys. If you see something suspicious, report this job ad .
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