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 Description
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.
About You
* An 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 development
* In depth knowledge of stochastic and optimisation modelling
* Strong programming skills in Python or SQL
* Ability to clearly communicate and co-operate with colleagues
The 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 (***********@perigrongroup.com.au) or Haydn Furness (*************@perigongroup.com)
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 .
#J-18808-Ljbffr