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Quantitative Analyst - Market Risk - 12 Month Fixed Term

Westpac Institutional Banking

Job Description

How will I help?

As a Quantitative Analyst in the Market Risk Analytics team you will be supporting the market and counterparty credit risk modelling activities. You will be a key member in supporting the delivery team, dealing room risk managers and financial markets credit officers. You will be involved in modelling projects, system enhancements and responses to regulatory change. You will also:

Assist with the continuous improvement of models and methodologies

Conduct analysis, research and development in support of business units

Devise solutions to improve the efficiency and robustness of risk quantification processes

Support risk management tools

What is in it for me?

This is a fantastic opportunity to kick start your quantitative analytics career with exposure to a highly specialised team with great learning potential. You will develop both your risk understanding and the technical toolkit to be successful in a quantitative environment.

What do I need?

Ideally you will have a post-graduate degree in quantitative discipline (Mathematics, Statistics, physics or similar) looking to apply your knowledge to financial markets. You will have knowledge in analysis tools such as R/SAS/Matlab/Python and exposure to database tools SQL. You will have strong attention to detail whilst having the ability to build relationships and work with a variety of stakeholders. Some further skills which will be advantageous are:

Experience programming in one or more of VBA, C/C++/C# or Java

Knowledge of financial markets products

What is it like to work there?

We aim to provide one big, supportive environment to help us reach our vision to become one of the world’s great service companies. Working with us you’ll discover new ways of working, and an exciting range of roles to showcase your skills. As an equal opportunity employer, we’re proud to have created a culture where people can be their best, in an environment that values diversity and flexibility. And one where everyone belongs.

Brand : Westpac Institutional Banking

Job : Credit Risk & Audit

Primary Location : NSW-Sydney CBD

Employee Status : Fixed Term / Secondment / Relief

Schedule : Full-time

Recruiter : Ross Maddock

Posting Date : 15/10/2020, 11:05:01 PM

Closing Date : 23/10/2020, 7:59:00 AM