quantitative analyst in Sydney CBD

posted:
location
Sydney CBD, New South Wales
job type
Permanent
reference number
90M0305563_1495670733
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job description

Responsibilities of this role include:

  • Improving the quantitative risk and pricing models to support the hedging of commodities
  • Manage the day to day operation of quantitative risk models including value-at- risk
  • Support and code various pricing models for the trading of non-linear and exotic instruments
  • Assist in the evaluation of structured physical LNG transactions and portfolio asset optimisation
  • Support the drive for trading innovation
  • Promote a culture of ‘freedom within boundaries’ where financial risk can be appropriately measured and managed

To be successful in this role you need:

  • Degree in mathematics or related discipline
  • Experience in financial markets
  • Excellent to expert programming ability using R and Matlab
  • Commodities experience

For further information on this role please contact David Jackson on 02 8298 3805

skills

Quant, Quantitative, Analytics, Market Risk
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