Quantitative Investment Modelling Specialist
Ethos Beath Chapman - Australia ·www.ethosbc.com
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My client is looking to appoint a Quantitative Investment Modelling Specialist to work across investment product design, valuation, and risk modelling within a highly specialised quantitative team.
Responsibilities
Contribute to the design of investment and retirement product solutions by applying quantitative modelling. techniques to structure analysis and decision support.
Develop and enhance pricing, valuation, and risk models used to assess product features and portfolio exposures
Perform scenario analysis and Monte Carlo simulation to evaluate how products behave under different market conditions, including stress and tail events.
Translate product requirements into quantitative model specifications and ensure assumptions are clearly defined and testable.
Analyse model outputs to identify sensitivities, key risk drivers, and performance characteristics across different economic environments.
Work closely with investment, actuarial, product, and risk stakeholders to communicate findings and support decision-making processes.
Support model validation, documentation, and internal review processes, ensuring outputs are well-documented and suitable for governance use.
Assist in improving existing modelling frameworks, tools, and methodologies to increase efficiency, accuracy, and robustness.
What you’ll need
6+ years’ experience in quantitative finance, financial engineering, market risk, ALM, or related analytical roles.
Strong understanding of stochastic processes, numerical methods, and simulation-based modelling techniques .
Hands-on experience building or maintaining pricing, valuation, or risk models in a production or near-production environment.
Advanced programming skills in Python, C++, MATLAB, or equivalent languages used for quantitative analysis.
Ability to interpret complex model results and communicate insights clearly to both technical and non-technical audiences.
Experience working across investment, product development, or risk functions in a structured finance or insurance environment.
Exposure to structured investment products, retirement solutions, or long-term liability-driven products. advantageous.
Strong analytical judgement with the ability to balance model complexity against practical usability.
Must have PR / Citizenship for Australia - please email me on rupinderk@ethosbc.com.au if keen to explore.
Responsibilities
Contribute to the design of investment and retirement product solutions by applying quantitative modelling. techniques to structure analysis and decision support.
Develop and enhance pricing, valuation, and risk models used to assess product features and portfolio exposures
Perform scenario analysis and Monte Carlo simulation to evaluate how products behave under different market conditions, including stress and tail events.
Translate product requirements into quantitative model specifications and ensure assumptions are clearly defined and testable.
Analyse model outputs to identify sensitivities, key risk drivers, and performance characteristics across different economic environments.
Work closely with investment, actuarial, product, and risk stakeholders to communicate findings and support decision-making processes.
Support model validation, documentation, and internal review processes, ensuring outputs are well-documented and suitable for governance use.
Assist in improving existing modelling frameworks, tools, and methodologies to increase efficiency, accuracy, and robustness.
What you’ll need
6+ years’ experience in quantitative finance, financial engineering, market risk, ALM, or related analytical roles.
Strong understanding of stochastic processes, numerical methods, and simulation-based modelling techniques .
Hands-on experience building or maintaining pricing, valuation, or risk models in a production or near-production environment.
Advanced programming skills in Python, C++, MATLAB, or equivalent languages used for quantitative analysis.
Ability to interpret complex model results and communicate insights clearly to both technical and non-technical audiences.
Experience working across investment, product development, or risk functions in a structured finance or insurance environment.
Exposure to structured investment products, retirement solutions, or long-term liability-driven products. advantageous.
Strong analytical judgement with the ability to balance model complexity against practical usability.
Must have PR / Citizenship for Australia - please email me on rupinderk@ethosbc.com.au if keen to explore.
Frequently asked questions
Who is hiring for the Quantitative Investment Modelling Specialist role?
Ethos Beath Chapman - Australia is hiring for the Quantitative Investment Modelling Specialist position, a Shazamme client. Apply directly on the employer's career site.
Where is the Quantitative Investment Modelling Specialist job located?
The Quantitative Investment Modelling Specialist role with Ethos Beath Chapman - Australia is based in Sydney, NSW, AU.
What does the Quantitative Investment Modelling Specialist role pay?
Ethos Beath Chapman - Australia lists the Quantitative Investment Modelling Specialist role at AUD 160,000–180,000 per year.
Is the Quantitative Investment Modelling Specialist role full-time or contract?
This is a full time position at Ethos Beath Chapman - Australia.
What experience level is the Quantitative Investment Modelling Specialist role?
The Quantitative Investment Modelling Specialist position is aimed at mid-level candidates.
How do I apply for the Quantitative Investment Modelling Specialist role at Ethos Beath Chapman - Australia?
Apply directly on Ethos Beath Chapman - Australia's career page via the Apply button on this listing. ZammeJobs links straight through to the employer's ATS — no third-party form, no resume database.