Leading Australian Bank Exciting Front Office Quantitative Opportunity Attractive Salary Package on Offer This opportunity is based in Sydney.As the incumbent, you will join this leading Australian Banks' Front Office function in Sydney to assist the Trading Desks with a Cross-Asset class focus including Rates, Commodities and Credit.In this role, you will support in Pricing, Risk, PnL and VaR Analytics for the institutions Australian Markets business whilst working closely with the Traders.This position has a firm requirement to be based in Sydney and would be ideally suited to a candidate with at least 7 years' Quantitative experience within a Front Office environment with some exposure to Rates, Commodities and/ or Credit.Responsibilities: Collaborate effectively with Traders to understand their requirements.Develop and maintain Pricing models for Interest Rate Bonds, FX, Commodities, Credit Derivatives and Balance Sheet Trading.Enhance risk management tools to monitor exposure, sensitivities (Greeks), and Value-at-Risk (VaR).Calibrate models to market data and ensure they are correctly implemented in trading systems.Support in the ongoing platform capabilities.Requirements:Excellent tertiary qualifications in an Applied Mathematical discipline e.g.
Physics, Econometrics, Engineering etc.At least 7 years' Quantitative experience within a Front Office environment.Exposure to Rates, Commodities and/ or Credit Derivatives.Technical proficiencies in R, C++, Python or equivalent.
For further information about these positions, please contact Olivia on 0409 356 856, email your CV to ****** or simply click APPLY.
Consultant ****** number: 375-43382972 Profession:Data & Analytics Financial Risk Management & Quantitative AnalyticsCompany: Bluefin ResourcesDate posted: 31st Mar, 2025