Senior Quantitative Analyst - Market Risk
Ethos Beath Chapman - Australia ·www.ethosbc.com
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My client is a leading Financial Services organisation recruiting for a Senior Quantitative Analyst
across Markets.
Sydney is a preferable location but can consider Melbourne or Brisbane.
Duties:-
Review and challenge pricing and risk methodologies across interest rate, FX and commodities portfolios
Provide independent oversight across trading and balance sheet models
Assess capital and risk measurement approaches in a prudentially regulated environment
Design and enhance quantitative tools used to support model review activities
Partner closely with front office, treasury and risk teams on key initiatives
Deliver clear, commercially focused recommendations to senior stakeholders
Requirements:-
4yrs+ years’ experience in financial markets quantitative or model risk roles
Understanding of APRA regulatory standards (APS111, APS116, APS117, CPS226, APS180)
Build or validation across Market Models / FM, counterpart credit risk, derivatives, FX, VAR model traced and non-traded market risk, initial margin. You don't need to be across all of this
Strong knowledge of derivative pricing across linear and optional products
Exposure to interest rate risk in the banking book and broader balance sheet risk concepts Familiarity with regulatory capital or prudential standards within banking
Programming capability in C++, R, Python or similar
The ability to confidently articulate technical findings to non-technical audiences
MUST have PR or Citizenship for Australia.
Please email me on rupinderk@ethosbc.com.au if you feel you have the relevant experience
across Markets.
Sydney is a preferable location but can consider Melbourne or Brisbane.
Duties:-
Review and challenge pricing and risk methodologies across interest rate, FX and commodities portfolios
Provide independent oversight across trading and balance sheet models
Assess capital and risk measurement approaches in a prudentially regulated environment
Design and enhance quantitative tools used to support model review activities
Partner closely with front office, treasury and risk teams on key initiatives
Deliver clear, commercially focused recommendations to senior stakeholders
Requirements:-
4yrs+ years’ experience in financial markets quantitative or model risk roles
Understanding of APRA regulatory standards (APS111, APS116, APS117, CPS226, APS180)
Build or validation across Market Models / FM, counterpart credit risk, derivatives, FX, VAR model traced and non-traded market risk, initial margin. You don't need to be across all of this
Strong knowledge of derivative pricing across linear and optional products
Exposure to interest rate risk in the banking book and broader balance sheet risk concepts Familiarity with regulatory capital or prudential standards within banking
Programming capability in C++, R, Python or similar
The ability to confidently articulate technical findings to non-technical audiences
MUST have PR or Citizenship for Australia.
Please email me on rupinderk@ethosbc.com.au if you feel you have the relevant experience
Frequently asked questions
Who is hiring for the Senior Quantitative Analyst - Market Risk role?
Ethos Beath Chapman - Australia is hiring for the Senior Quantitative Analyst - Market Risk position, a Shazamme client. Apply directly on the employer's career site.
Where is the Senior Quantitative Analyst - Market Risk job located?
The Senior Quantitative Analyst - Market Risk role with Ethos Beath Chapman - Australia is based in Sydney, NSW, AU.
What does the Senior Quantitative Analyst - Market Risk role pay?
Ethos Beath Chapman - Australia lists the Senior Quantitative Analyst - Market Risk role at up to AUD 145,000 per year.
Is the Senior Quantitative Analyst - Market Risk role full-time or contract?
This is a full time position at Ethos Beath Chapman - Australia.
What experience level is the Senior Quantitative Analyst - Market Risk role?
The Senior Quantitative Analyst - Market Risk position is aimed at senior-level candidates.
How do I apply for the Senior Quantitative Analyst - Market Risk 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.