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Senior Quantitative Analyst - Market Risk


Job Description

Senior Quantitative Analyst Market Risk - $1,000 + Super

Position Overview:

This is an initial 12 month contract to assist with a major project rebuilding a traded market risk engine.

Job Requirements:

Quantitative support of a project to replace the Market Risk engine, provide FVA calculation and preparation for FRTB.

Implementation, testing, analysis and documentation of modelling.

Experience and Qualifications needed

Post-graduate degree in quantitative finance/physics/maths/engineering or similar.

Knowledge of analysis tools such as R/SAS/matlab.

Exposure to databases such as SQL server, or similar.

Attention to detail and the ability to manage to deadlines

Strong relationship-building and communication skills

Knowledge of financial markets products.

Knoweldge of Market Risk concepts and methodologies, including APS116.

Experience with any of Adaptiv Analytics, Murex or Calypso would be an advantage.

Experience with XVAs (particularly FVA) or FRTB would be an advantage.

What’s On Offer

To apply online please click the 'Apply' button below or send to Darren Ruane at

At Randstad, we are passionate about providing equal employment opportunities and embracing diversity to the benefit of all. We actively encourage applications from any background.